+1.8%
FXI vs GH
+467.1%
-465.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -3.9% | -2.5% | -1.4% | -3.6% |
| 30D | -2.1% | -4.7% | +2.6% | -1.6% |
| 3M | -0.5% | +20.2% | -20.7% | -3.1% |
| 6M | -4.5% | +78.8% | -83.3% | -12.1% |
| YTD | -9.2% | +54.1% | -63.3% | -15.1% |
| 1Y | -13.8% | +177.1% | -190.9% | -25.9% |
| 3Y | +36.6% | +371.6% | -335.0% | +3.8% |
| 5Y | -6.7% | +21.9% | -28.6% | -20.8% |
| All | +1.8% | +467.1% | -465.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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