+45.1%
FXI vs GD
+58.6%
-13.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | +4.4% | -3.0% | +7.4% | +4.9% |
| 30D | +1.2% | +9.3% | -8.1% | -0.7% |
| 3M | -4.2% | -7.2% | +3.0% | -2.9% |
| 6M | -6.2% | +5.5% | -11.7% | -7.6% |
| YTD | -8.8% | +9.5% | -18.3% | -11.2% |
| 1Y | -11.6% | +6.4% | -18.1% | -13.3% |
| 3Y | +45.1% | +59.8% | -14.7% | +18.2% |
| All | +45.1% | +58.6% | -13.5% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling