+19.2%
FXI vs GD
+165.4%
-146.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -4.2% | +1.9% | -6.1% | -4.7% |
| 30D | -2.0% | +9.2% | -11.2% | -4.7% |
| 3M | -5.0% | -7.5% | +2.5% | -3.0% |
| 6M | -9.6% | +5.8% | -15.4% | -11.6% |
| YTD | -11.9% | +9.8% | -21.7% | -15.1% |
| 1Y | -16.7% | +5.8% | -22.4% | -18.8% |
| 3Y | +40.6% | +58.0% | -17.4% | +19.1% |
| 5Y | -9.1% | +100.4% | -109.5% | -30.7% |
| All | +19.2% | +165.4% | -146.3% | -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