+221.8%
FXI vs GD
+1,033.4%
-811.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.6% |
| 7D | +1.0% | -5.3% | +6.3% | +4.3% |
| 30D | -0.6% | -6.4% | +5.9% | +3.3% |
| 3M | +1.9% | +5.7% | -3.8% | -2.0% |
| 6M | -0.2% | -0.9% | +0.8% | -0.8% |
| YTD | -5.6% | +8.2% | -13.7% | -11.5% |
| 1Y | -4.7% | +13.4% | -18.1% | -13.4% |
| 3Y | +38.0% | +68.5% | -30.5% | -5.3% |
| 5Y | -2.7% | +97.2% | -99.8% | -42.2% |
| 10Y | +19.9% | +190.2% | -170.3% | -52.1% |
| All | +221.8% | +1,033.4% | -811.6% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling