+213.4%
FXI vs GD
+1,029.2%
-815.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.4% |
| 7D | +6.9% | -3.9% | +10.8% | +9.3% |
| 30D | +3.5% | +8.1% | -4.6% | -1.5% |
| 3M | -3.2% | -6.8% | +3.6% | +0.4% |
| 6M | -3.5% | +3.0% | -6.5% | -6.3% |
| YTD | -8.1% | +7.8% | -15.8% | -14.0% |
| 1Y | -10.5% | +5.8% | -16.3% | -15.5% |
| 3Y | +43.0% | +55.3% | -12.3% | +3.7% |
| 5Y | -0.1% | +96.7% | -96.8% | -40.7% |
| 10Y | +22.7% | +195.4% | -172.7% | -52.0% |
| All | +213.4% | +1,029.2% | -815.9% | -53.8% |
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 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