+32.2%
FXI vs GGLL
+195.8%
-163.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | +4.4% | +6.3% | -2.0% | +3.5% |
| 30D | +1.2% | -35.1% | +36.3% | +6.2% |
| 3M | -4.2% | -37.7% | +33.5% | +0.9% |
| 6M | -6.2% | -54.1% | +47.9% | +2.0% |
| YTD | -8.8% | -29.4% | +20.6% | -7.4% |
| 1Y | -11.6% | -13.4% | +1.8% | -13.2% |
| 3Y | +45.1% | +158.3% | -113.2% | +13.0% |
| All | +32.2% | +195.8% | -163.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling