+20.3%
FXI vs GD
+180.8%
-160.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +3.7% | -1.9% | +5.6% | +4.2% |
| 30D | +0.5% | +10.9% | -10.4% | -2.7% |
| 3M | -5.7% | -6.8% | +1.1% | -3.9% |
| 6M | -6.9% | +7.0% | -13.9% | -9.2% |
| YTD | -9.5% | +11.1% | -20.6% | -13.1% |
| 1Y | -14.0% | +7.0% | -21.1% | -16.5% |
| 3Y | +44.5% | +59.9% | -15.4% | +22.1% |
| 5Y | -2.8% | +102.5% | -105.3% | -26.1% |
| 10Y | +20.3% | +174.0% | -153.7% | -17.2% |
| All | +20.3% | +180.8% | -160.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling