+208.1%
FXI vs GPN
+633.8%
-425.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.3% |
| 7D | -2.8% | -3.5% | +0.7% | -1.5% |
| 30D | -3.7% | +3.1% | -6.8% | -5.1% |
| 3M | -0.4% | +42.3% | -42.7% | -14.1% |
| 6M | -5.4% | +20.9% | -26.3% | -13.8% |
| YTD | -9.6% | +15.2% | -24.8% | -17.1% |
| 1Y | -11.9% | +5.4% | -17.4% | -16.7% |
| 3Y | +37.8% | -27.4% | +65.2% | +44.7% |
| 5Y | -7.0% | -44.2% | +37.2% | +4.5% |
| 10Y | +14.3% | +27.4% | -13.0% | -23.6% |
| All | +208.1% | +633.8% | -425.7% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling