+200.3%
FXI vs GRMN
+2,312.6%
-2,112.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -4.2% | -0.9% | -3.3% | -3.9% |
| 30D | -1.1% | +1.2% | -2.3% | -1.7% |
| 3M | -4.0% | -8.9% | +5.0% | -1.2% |
| 6M | -11.8% | +23.0% | -34.8% | -19.0% |
| YTD | -11.9% | +41.2% | -53.1% | -23.4% |
| 1Y | -16.1% | +47.5% | -63.6% | -28.2% |
| 3Y | +38.8% | +155.8% | -117.0% | -7.6% |
| 5Y | -9.1% | +120.2% | -129.2% | -37.0% |
| 10Y | +18.4% | +629.9% | -611.5% | -49.1% |
| All | +200.3% | +2,312.6% | -2,112.4% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling