+221.8%
FXI vs GPC
+605.0%
-383.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +1.0% | +1.2% | -0.2% | +0.4% |
| 30D | -0.6% | +6.0% | -6.5% | -3.5% |
| 3M | +1.9% | +42.6% | -40.7% | -16.5% |
| 6M | -0.2% | +22.8% | -22.9% | -12.0% |
| YTD | -5.6% | +15.5% | -21.0% | -15.4% |
| 1Y | -4.7% | +2.0% | -6.7% | -9.0% |
| 3Y | +38.0% | -1.4% | +39.5% | +27.4% |
| 5Y | -2.7% | +30.6% | -33.3% | -27.5% |
| 10Y | +19.9% | +80.6% | -60.7% | -36.9% |
| All | +221.8% | +605.0% | -383.2% | -48.7% |
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