+514.9%
GEV vs FXI
+48.9%
+465.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.7% | -4.2% | +8.0% | +5.0% |
| 30D | -14.7% | -1.1% | -13.5% | -14.6% |
| 3M | -23.4% | -4.0% | -19.5% | -22.7% |
| 6M | -24.3% | -11.8% | -12.5% | -21.5% |
| YTD | +23.2% | -11.9% | +35.1% | +27.5% |
| 1Y | +44.2% | -16.1% | +60.4% | +51.5% |
| All | +514.9% | +48.9% | +465.9% | +360.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling