+81.6%
GM vs FXI
-8.2%
+89.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -1.1% | -2.8% | +1.7% | -0.1% |
| 30D | -3.4% | -3.7% | +0.3% | -2.2% |
| 3M | +8.7% | -0.4% | +9.1% | +8.8% |
| 6M | +15.4% | -5.4% | +20.8% | +17.3% |
| YTD | +6.6% | -9.6% | +16.2% | +9.9% |
| 1Y | +51.5% | -11.9% | +63.4% | +57.2% |
| 3Y | +169.3% | +37.8% | +131.5% | +133.7% |
| 5Y | +81.6% | -7.0% | +88.6% | +94.9% |
| All | +81.6% | -8.2% | +89.7% | +94.9% |
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