+221.8%
FXI vs GSK
+236.9%
-15.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +2.6% |
| 7D | +1.0% | -1.8% | +2.9% | +2.0% |
| 30D | -0.6% | -2.2% | +1.6% | +0.5% |
| 3M | +1.9% | -1.8% | +3.7% | +2.2% |
| 6M | -0.2% | -10.6% | +10.4% | +4.9% |
| YTD | -5.6% | +4.4% | -10.0% | -9.6% |
| 1Y | -4.7% | +30.4% | -35.1% | -20.1% |
| 3Y | +38.0% | +60.1% | -22.0% | -1.6% |
| 5Y | -2.7% | +46.8% | -49.5% | -29.3% |
| 10Y | +19.9% | +79.2% | -59.3% | -28.1% |
| All | +221.8% | +236.9% | -15.1% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling