+221.8%
FXI vs GIS
+251.0%
-29.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.4% |
| 7D | +1.0% | -7.8% | +8.9% | +4.0% |
| 30D | -0.6% | +6.6% | -7.1% | -3.0% |
| 3M | +1.9% | +21.0% | -19.1% | -5.7% |
| 6M | -0.2% | -9.1% | +8.9% | +2.4% |
| YTD | -5.6% | -13.6% | +8.0% | -1.9% |
| 1Y | -4.7% | -18.0% | +13.4% | +0.6% |
| 3Y | +38.0% | -33.7% | +71.7% | +55.2% |
| 5Y | -2.7% | -19.4% | +16.8% | -4.4% |
| 10Y | +19.9% | -21.3% | +41.2% | +13.4% |
| All | +221.8% | +251.0% | -29.2% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling