+238.7%
GM vs FXI
+14.1%
+224.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -1.0% |
| 7D | +0.4% | -1.0% | +1.4% | +0.9% |
| 30D | -1.8% | -3.2% | +1.4% | -0.3% |
| 3M | +2.6% | +1.7% | +0.9% | +1.7% |
| 6M | +14.6% | -1.6% | +16.1% | +15.1% |
| YTD | +6.2% | -7.9% | +14.1% | +10.1% |
| 1Y | +48.7% | -9.6% | +58.3% | +55.0% |
| 3Y | +168.3% | +40.5% | +127.9% | +112.6% |
| 5Y | +82.8% | -6.2% | +89.0% | +75.2% |
| 10Y | +226.2% | +14.2% | +212.0% | +172.5% |
| All | +238.7% | +14.1% | +224.6% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling