+221.8%
FXI vs GRMN
+2,252.4%
-2,030.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.0% | -2.9% | +3.9% | +2.0% |
| 30D | -0.6% | -8.4% | +7.9% | +2.5% |
| 3M | +1.9% | +15.0% | -13.1% | -3.7% |
| 6M | -0.2% | +11.2% | -11.4% | -4.8% |
| YTD | -5.6% | +37.7% | -43.3% | -16.9% |
| 1Y | -4.7% | +18.5% | -23.1% | -11.9% |
| 3Y | +38.0% | +175.8% | -137.8% | -10.7% |
| 5Y | -2.7% | +75.1% | -77.8% | -26.7% |
| 10Y | +19.9% | +637.0% | -617.1% | -48.5% |
| All | +221.8% | +2,252.4% | -2,030.6% | -18.1% |
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