+36.8%
FXI vs GH
+378.9%
-342.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | -2.6% | -2.7% | -5.2% |
| 3M | +0.3% | +25.1% | -24.8% | -1.5% |
| 6M | -4.6% | +78.5% | -83.1% | -9.1% |
| YTD | -9.1% | +59.4% | -68.5% | -12.8% |
| 1Y | -12.0% | +173.9% | -185.8% | -19.6% |
| All | +36.8% | +378.9% | -342.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling