+19.1%
FXI vs GD
+190.6%
-171.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +5.7% | -5.0% | +10.6% | +7.1% |
| 30D | +4.6% | +8.9% | -4.3% | +1.9% |
| 3M | -2.8% | -8.0% | +5.3% | -0.6% |
| 6M | -6.1% | +2.9% | -9.0% | -7.3% |
| YTD | -8.0% | +7.1% | -15.1% | -10.7% |
| 1Y | -11.3% | +5.9% | -17.2% | -13.7% |
| 3Y | +42.6% | +53.9% | -11.2% | +22.2% |
| 5Y | -0.1% | +95.4% | -95.5% | -22.8% |
| All | +19.1% | +190.6% | -171.5% | -9.5% |
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