+627.7%
GEV vs FXI
+53.7%
+574.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +3.2% | -2.8% | +5.9% | +4.1% |
| 30D | -4.0% | -5.3% | +1.3% | -2.4% |
| 3M | +3.4% | +0.3% | +3.1% | +3.0% |
| 6M | +14.7% | -4.6% | +19.3% | +16.2% |
| YTD | +45.8% | -9.1% | +54.9% | +49.9% |
| 1Y | +57.4% | -12.0% | +69.3% | +63.3% |
| All | +627.7% | +53.7% | +574.0% | +440.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling