+632.4%
GEV vs FXI
+53.4%
+579.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -3.9% | +5.5% | +2.9% |
| 30D | -7.9% | -2.1% | -5.8% | -7.4% |
| 3M | +5.6% | -0.5% | +6.1% | +5.5% |
| 6M | +13.1% | -4.5% | +17.6% | +14.6% |
| YTD | +46.7% | -9.2% | +56.0% | +51.0% |
| 1Y | +51.3% | -13.8% | +65.1% | +58.0% |
| All | +632.4% | +53.4% | +579.0% | +444.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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