+2,116.0%
GILD vs FXI
+209.1%
+1,906.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -3.9% | -0.9% | -3.8% |
| 30D | +5.8% | -2.1% | +7.9% | +6.4% |
| 3M | +14.9% | -0.5% | +15.4% | +14.9% |
| 6M | -0.4% | -4.5% | +4.2% | +0.7% |
| YTD | +18.5% | -9.2% | +27.8% | +21.2% |
| 1Y | +25.1% | -13.8% | +38.9% | +29.5% |
| 3Y | +105.9% | +36.6% | +69.3% | +83.0% |
| 5Y | +143.0% | -6.7% | +149.7% | +132.6% |
| 10Y | +162.4% | +14.8% | +147.6% | +127.9% |
| All | +2,116.0% | +209.1% | +1,906.9% | +924.5% |
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