+42.6%
FXI vs GGLL
+154.9%
-112.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +5.7% | +3.1% | +2.6% | +5.3% |
| 30D | +4.6% | -36.3% | +40.9% | +9.1% |
| 3M | -2.8% | -40.4% | +37.6% | +2.0% |
| 6M | -6.1% | -54.6% | +48.5% | +0.9% |
| YTD | -8.0% | -31.1% | +23.1% | -6.6% |
| 1Y | -11.3% | -19.2% | +7.9% | -11.9% |
| 3Y | +42.6% | +151.5% | -108.9% | +18.2% |
| All | +42.6% | +154.9% | -112.3% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling