+27.7%
FXI vs GGLL
+210.8%
-183.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -4.2% | +7.7% | -11.9% | -5.1% |
| 30D | -1.1% | -30.2% | +29.1% | +2.8% |
| 3M | -4.0% | -31.3% | +27.3% | -0.1% |
| 6M | -11.8% | -52.1% | +40.3% | -4.6% |
| YTD | -11.9% | -25.9% | +13.9% | -11.1% |
| 1Y | -16.1% | -8.5% | -7.7% | -18.2% |
| 3Y | +38.8% | +165.5% | -126.8% | +7.8% |
| All | +27.7% | +210.8% | -183.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling