+1,453.8%
GS vs FXI
+221.5%
+1,232.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.7% |
| 7D | +0.9% | +1.0% | -0.1% | +0.4% |
| 30D | -1.6% | -0.6% | -1.0% | -1.4% |
| 3M | -4.5% | +1.9% | -6.4% | -5.6% |
| 6M | +20.9% | -0.2% | +21.0% | +20.6% |
| YTD | +19.9% | -5.6% | +25.5% | +23.2% |
| 1Y | +41.4% | -4.7% | +46.1% | +44.2% |
| 3Y | +239.2% | +38.0% | +201.1% | +170.4% |
| 5Y | +185.0% | -2.7% | +187.7% | +157.7% |
| 10Y | +655.0% | +19.9% | +635.0% | +489.6% |
| All | +1,453.8% | +221.5% | +1,232.3% | +583.4% |
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