-8.4%
FXI vs GRMN
+119.5%
-127.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | -1.1% | +1.2% | -2.3% | -1.5% |
| 3M | -4.0% | -8.9% | +5.0% | -2.0% |
| 6M | -11.8% | +23.0% | -34.8% | -16.9% |
| YTD | -11.9% | +41.2% | -53.1% | -20.1% |
| 1Y | -16.1% | +47.5% | -63.6% | -24.8% |
| 3Y | +38.8% | +155.8% | -117.0% | -4.2% |
| All | -8.4% | +119.5% | -127.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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