-3.6%
FXI vs GTLB
-50.8%
+47.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.1% |
| 7D | -2.8% | -6.6% | +3.8% | -2.1% |
| 30D | -5.3% | +13.7% | -19.1% | -6.8% |
| 3M | +0.3% | +52.9% | -52.6% | -4.6% |
| 6M | -4.6% | +88.5% | -93.1% | -12.1% |
| YTD | -9.1% | +23.4% | -32.5% | -12.3% |
| 1Y | -12.0% | -3.8% | -8.1% | -12.9% |
| 3Y | +38.6% | -11.5% | +50.1% | +33.1% |
| All | -3.6% | -50.8% | +47.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling