-7.9%
FXI vs GSK
+42.5%
-50.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -1.9% | -1.1% | -0.9% | -1.7% |
| 30D | -0.6% | +7.8% | -8.5% | -2.4% |
| 3M | -4.9% | +0.3% | -5.2% | -5.1% |
| 6M | -8.8% | +3.4% | -12.2% | -9.9% |
| YTD | -10.7% | +5.9% | -16.7% | -12.6% |
| 1Y | -15.2% | +8.2% | -23.5% | -17.5% |
| 3Y | +42.5% | +65.3% | -22.8% | +21.9% |
| All | -7.9% | +42.5% | -50.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling