-4.2%
FXI vs GFS
-3.9%
-0.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -1.0% | +2.6% | -3.6% | -1.3% |
| 30D | -3.2% | -16.4% | +13.2% | -0.9% |
| 3M | +1.7% | -41.6% | +43.3% | +9.2% |
| 6M | -1.6% | -3.7% | +2.1% | -3.6% |
| YTD | -7.9% | +29.3% | -37.2% | -14.7% |
| 1Y | -9.6% | +37.1% | -46.7% | -17.4% |
| 3Y | +40.5% | -22.1% | +62.6% | +36.8% |
| All | -4.2% | -3.9% | -0.3% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling