+14.7%
FXI vs GNRC
+448.8%
-434.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.2% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -2.1% | -15.7% | +13.6% | +1.2% |
| 3M | -0.5% | -27.3% | +26.9% | +5.3% |
| 6M | -4.5% | -12.1% | +7.5% | -4.0% |
| YTD | -9.2% | +37.1% | -46.4% | -17.9% |
| 1Y | -13.8% | -0.5% | -13.3% | -16.9% |
| 3Y | +36.6% | +61.5% | -24.9% | +14.6% |
| 5Y | -6.7% | -58.6% | +51.9% | +2.6% |
| All | +14.7% | +448.8% | -434.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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