+14.7%
FXI vs GME
+285.6%
-271.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | -3.9% | +10.4% | -14.3% | -4.1% |
| 30D | -2.1% | +14.1% | -16.2% | -2.4% |
| 3M | -0.5% | -4.6% | +4.2% | -0.4% |
| 6M | -4.5% | -13.5% | +9.0% | -4.3% |
| YTD | -9.2% | +5.3% | -14.6% | -9.4% |
| 1Y | -13.8% | -14.9% | +1.1% | -13.6% |
| 3Y | +36.6% | +24.3% | +12.3% | +32.2% |
| 5Y | -6.7% | -55.6% | +48.9% | -9.3% |
| All | +14.7% | +285.6% | -271.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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