-6.5%
FXI vs GIS
-25.1%
+18.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -3.9% | -6.4% | +2.5% | -4.0% |
| 30D | -2.1% | -6.1% | +4.0% | -2.2% |
| 3M | -0.5% | +7.8% | -8.3% | -0.2% |
| 6M | -4.5% | -8.8% | +4.3% | -4.8% |
| YTD | -9.2% | -19.1% | +9.9% | -9.8% |
| 1Y | -13.8% | -24.8% | +11.0% | -14.3% |
| 3Y | +36.6% | -37.6% | +74.1% | +35.3% |
| All | -6.5% | -25.1% | +18.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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