+2.3%
FXI vs GDDY
+390.3%
-388.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -3.9% | -3.2% | -0.7% | -3.3% |
| 30D | -2.1% | +6.8% | -8.9% | -3.9% |
| 3M | -0.5% | +30.5% | -30.9% | -7.5% |
| 6M | -4.5% | +13.3% | -17.9% | -9.0% |
| YTD | -9.2% | -21.0% | +11.7% | -6.4% |
| 1Y | -13.8% | -34.0% | +20.2% | -7.1% |
| 3Y | +36.6% | +33.1% | +3.5% | +18.8% |
| 5Y | -6.7% | +30.3% | -37.0% | -19.8% |
| 10Y | +14.8% | +205.5% | -190.7% | -20.9% |
| All | +2.3% | +390.3% | -388.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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