+339.2%
GLW vs FXI
+39.4%
+299.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | -4.2% | +11.9% | +8.9% |
| 30D | -18.8% | -1.1% | -17.7% | -18.8% |
| 3M | -27.7% | -4.0% | -23.8% | -27.2% |
| 6M | -44.4% | -11.8% | -32.6% | -42.5% |
| YTD | +31.3% | -11.9% | +43.2% | +35.9% |
| 1Y | +40.0% | -16.1% | +56.2% | +46.3% |
| 3Y | +339.2% | +38.8% | +300.4% | +329.6% |
| All | +339.2% | +39.4% | +299.8% | +329.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling