-16.1%
FXI vs GME
+21.5%
-37.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -4.2% | +2.9% | -7.1% | -4.4% |
| 30D | -1.1% | -4.8% | +3.7% | -0.9% |
| 3M | -4.0% | +39.2% | -43.2% | -5.2% |
| 6M | -11.8% | +17.1% | -28.9% | -12.3% |
| YTD | -11.9% | +28.7% | -40.6% | -12.8% |
| 1Y | -16.1% | +23.3% | -39.4% | -17.4% |
| All | -16.1% | +21.5% | -37.6% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling