+3.3%
FXI vs GH
+480.1%
-476.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.7% |
| 30D | -3.2% | -4.5% | +1.2% | -2.8% |
| 3M | +1.7% | +28.9% | -27.2% | -1.9% |
| 6M | -1.6% | +76.5% | -78.1% | -9.2% |
| YTD | -7.9% | +57.6% | -65.5% | -14.1% |
| 1Y | -9.6% | +167.5% | -177.2% | -22.0% |
| 3Y | +40.5% | +377.4% | -337.0% | +6.6% |
| 5Y | -6.2% | +23.8% | -30.1% | -20.6% |
| All | +3.3% | +480.1% | -476.8% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling