+155.6%
GS vs FXI
-9.2%
+164.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -4.2% | +10.1% | +7.0% |
| 30D | +4.3% | -1.1% | +5.4% | +4.5% |
| 3M | -11.7% | -4.0% | -7.7% | -10.8% |
| 6M | -3.2% | -11.8% | +8.7% | -0.2% |
| YTD | +5.8% | -11.9% | +17.7% | +9.1% |
| 1Y | +16.0% | -16.1% | +32.1% | +21.0% |
| 3Y | +199.8% | +38.8% | +161.0% | +174.0% |
| All | +155.6% | -9.2% | +164.7% | +173.1% |
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