+14.2%
FXI vs GSK
+80.0%
-65.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -2.8% | -5.4% | +2.6% | -1.1% |
| 30D | -3.7% | -4.6% | +0.9% | -2.3% |
| 3M | -0.4% | -5.1% | +4.7% | +0.9% |
| 6M | -5.4% | -11.4% | +6.0% | -2.3% |
| YTD | -9.6% | +0.7% | -10.3% | -10.7% |
| 1Y | -11.9% | +23.0% | -34.9% | -19.0% |
| 3Y | +37.8% | +48.0% | -10.1% | +16.2% |
| 5Y | -7.0% | +48.2% | -55.3% | -23.2% |
| All | +14.2% | +80.0% | -65.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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