-5.6%
FXI vs GFS
0.0%
-5.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.1% |
| 7D | -3.9% | +3.8% | -7.7% | -4.4% |
| 30D | -2.1% | -11.7% | +9.6% | -0.4% |
| 3M | -0.5% | -41.8% | +41.3% | +7.1% |
| 6M | -4.5% | +6.6% | -11.2% | -8.0% |
| YTD | -9.2% | +34.6% | -43.9% | -16.5% |
| 1Y | -13.8% | +46.2% | -59.9% | -22.0% |
| 3Y | +36.6% | -20.3% | +56.9% | +32.6% |
| All | -5.6% | 0.0% | -5.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling