+30.3%
FXI vs GEHC
+32.6%
-2.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -4.2% | +0.8% | -5.0% | -4.4% |
| 30D | -1.1% | +21.3% | -22.4% | -5.4% |
| 3M | -4.0% | +12.6% | -16.5% | -6.6% |
| 6M | -11.8% | +34.3% | -46.1% | -18.0% |
| YTD | -11.9% | +1.4% | -13.3% | -12.8% |
| 1Y | -16.1% | +12.5% | -28.6% | -19.3% |
| 3Y | +38.8% | +19.2% | +19.6% | +29.6% |
| All | +30.3% | +32.6% | -2.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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