+19.2%
FXI vs GD
+165.7%
-146.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.2% | +2.7% | -6.9% | -5.0% |
| 30D | -1.1% | +8.6% | -9.7% | -3.7% |
| 3M | -4.0% | -7.1% | +3.1% | -2.1% |
| 6M | -11.8% | +7.5% | -19.3% | -14.1% |
| YTD | -11.9% | +9.9% | -21.8% | -15.2% |
| 1Y | -16.1% | +7.6% | -23.7% | -18.7% |
| 3Y | +38.8% | +56.2% | -17.4% | +18.0% |
| 5Y | -9.1% | +100.6% | -109.7% | -30.7% |
| All | +19.2% | +165.7% | -146.6% | -18.8% |
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