+14.7%
FXI vs GWW
+570.2%
-555.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -3.9% | -3.4% | -0.5% | -3.2% |
| 30D | -2.1% | -1.9% | -0.2% | -1.7% |
| 3M | -0.5% | -2.4% | +1.9% | -0.2% |
| 6M | -4.5% | +15.7% | -20.3% | -7.8% |
| YTD | -9.2% | +27.6% | -36.8% | -14.3% |
| 1Y | -13.8% | +27.2% | -41.0% | -18.6% |
| 3Y | +36.6% | +89.7% | -53.1% | +16.8% |
| 5Y | -6.7% | +223.9% | -230.6% | -31.1% |
| All | +14.7% | +570.2% | -555.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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