+213.4%
FXI vs GPC
+527.0%
-313.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | +5.7% | +1.6% | +4.1% | +4.8% |
| 30D | +4.6% | -2.1% | +6.7% | +5.3% |
| 3M | -2.8% | -6.8% | +4.0% | +0.2% |
| 6M | -6.1% | +18.6% | -24.7% | -15.9% |
| YTD | -8.0% | +2.7% | -10.7% | -13.0% |
| 1Y | -11.3% | +1.8% | -13.1% | -15.9% |
| 3Y | +42.6% | +1.1% | +41.6% | +28.8% |
| 5Y | -0.1% | +4.1% | -4.1% | -15.4% |
| 10Y | +22.7% | +88.2% | -65.5% | -40.3% |
| All | +213.4% | +527.0% | -313.5% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling