+521.8%
GLW vs FXI
+19.2%
+502.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -11.1% | +3.7% | -14.8% | -12.7% |
| 30D | -28.4% | +0.5% | -28.9% | -28.7% |
| 3M | -28.8% | -5.7% | -23.1% | -27.3% |
| 6M | -39.8% | -6.9% | -32.9% | -38.3% |
| YTD | +28.7% | -9.5% | +38.2% | +34.2% |
| 1Y | +27.7% | -14.0% | +41.7% | +36.1% |
| 3Y | +331.3% | +44.5% | +286.8% | +251.1% |
| 5Y | +233.4% | -2.8% | +236.2% | +225.3% |
| 10Y | +521.8% | +20.3% | +501.4% | +432.6% |
| All | +521.8% | +19.2% | +502.6% | +432.6% |
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