-11.3%
FXI vs GD
+5.1%
-16.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | +5.7% | -5.0% | +10.6% | +6.0% |
| 30D | +4.6% | +8.9% | -4.3% | +3.6% |
| 3M | -2.8% | -8.0% | +5.3% | -2.3% |
| 6M | -6.1% | +2.9% | -9.0% | -6.6% |
| YTD | -8.0% | +7.1% | -15.1% | -9.6% |
| 1Y | -11.3% | +5.9% | -17.2% | -12.9% |
| All | -11.3% | +5.1% | -16.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling