-6.2%
FXI vs GPC
+29.0%
-35.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -1.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +1.7% | +39.2% | -37.5% | -5.5% |
| 6M | -1.6% | +18.2% | -19.8% | -5.4% |
| YTD | -7.9% | +12.1% | -20.0% | -11.2% |
| 1Y | -9.6% | -0.7% | -9.0% | -10.4% |
| 3Y | +40.5% | -1.7% | +42.1% | +35.9% |
| 5Y | -6.2% | +29.3% | -35.5% | -21.4% |
| All | -6.2% | +29.0% | -35.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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