+478.5%
GS vs FXI
+20.5%
+458.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | +0.8% | +4.4% | -3.5% | -0.9% |
| 30D | +1.2% | +1.2% | 0.0% | +0.7% |
| 3M | -12.4% | -4.2% | -8.2% | -11.1% |
| 6M | -2.3% | -6.2% | +3.9% | -0.1% |
| YTD | +4.6% | -8.8% | +13.4% | +8.2% |
| 1Y | +17.5% | -11.6% | +29.1% | +23.1% |
| 3Y | +202.0% | +45.1% | +156.9% | +149.1% |
| 5Y | +152.4% | -1.2% | +153.6% | +144.9% |
| 10Y | +478.5% | +20.1% | +458.5% | +403.3% |
| All | +478.5% | +20.5% | +458.0% | +403.3% |
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