-6.5%
FXI vs GPN
-44.7%
+38.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.9% | -4.6% | +0.7% | -2.9% |
| 30D | -2.1% | -0.3% | -1.8% | -2.2% |
| 3M | -0.5% | +35.4% | -35.9% | -7.3% |
| 6M | -4.5% | +21.7% | -26.2% | -9.3% |
| YTD | -9.2% | +14.9% | -24.1% | -13.1% |
| 1Y | -13.8% | +3.2% | -17.0% | -15.5% |
| 3Y | +36.6% | -27.1% | +63.7% | +42.6% |
| All | -6.5% | -44.7% | +38.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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