+1,200.0%
GS vs FXI
+213.1%
+986.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.9% |
| 7D | -6.3% | +6.9% | -13.2% | -9.6% |
| 30D | -3.1% | +3.5% | -6.6% | -4.9% |
| 3M | -17.7% | -3.2% | -14.5% | -16.5% |
| 6M | -4.6% | -3.5% | -1.0% | -3.2% |
| YTD | +0.3% | -8.1% | +8.4% | +4.3% |
| 1Y | +11.7% | -10.5% | +22.2% | +17.8% |
| 3Y | +183.6% | +43.0% | +140.5% | +121.6% |
| 5Y | +141.0% | -0.1% | +141.0% | +114.4% |
| 10Y | +507.4% | +22.7% | +484.7% | +366.8% |
| All | +1,200.0% | +213.1% | +986.9% | +478.7% |
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