+159.7%
GILD vs FXI
+17.1%
+142.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -3.9% | -0.9% | -4.2% |
| 30D | +5.8% | -2.1% | +7.9% | +6.2% |
| 3M | +14.9% | -0.5% | +15.4% | +15.0% |
| 6M | -0.4% | -4.5% | +4.2% | +0.3% |
| YTD | +18.5% | -9.2% | +27.8% | +20.3% |
| 1Y | +25.1% | -13.8% | +38.9% | +27.9% |
| 3Y | +105.9% | +36.6% | +69.3% | +91.1% |
| 5Y | +143.0% | -6.7% | +149.7% | +144.5% |
| All | +159.7% | +17.1% | +142.7% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling