+27.7%
FXI vs GGLL
+217.5%
-189.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.7% |
| 7D | -4.2% | +11.5% | -15.7% | -5.5% |
| 30D | -2.0% | -31.2% | +29.2% | +2.1% |
| 3M | -5.0% | -28.7% | +23.7% | -1.6% |
| 6M | -9.6% | -47.2% | +37.5% | -3.5% |
| YTD | -11.9% | -24.3% | +12.4% | -11.4% |
| 1Y | -16.7% | -12.0% | -4.7% | -18.2% |
| 3Y | +40.6% | +169.6% | -129.0% | +9.1% |
| All | +27.7% | +217.5% | -189.7% | -6.8% |
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