-4.1%
FXI vs GTLB
-49.8%
+45.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -2.8% | -4.1% | +1.3% | -2.4% |
| 30D | -3.7% | +12.3% | -16.0% | -5.0% |
| 3M | -0.4% | +65.9% | -66.3% | -6.2% |
| 6M | -5.4% | +104.0% | -109.4% | -13.6% |
| YTD | -9.6% | +26.0% | -35.6% | -13.0% |
| 1Y | -11.9% | -3.5% | -8.4% | -12.8% |
| 3Y | +37.8% | -9.6% | +47.5% | +32.1% |
| All | -4.1% | -49.8% | +45.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling