+382.5%
GLW vs FXI
-7.1%
+389.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.0% | +8.2% |
| 7D | +14.0% | -1.0% | +15.0% | +14.3% |
| 30D | +0.4% | -3.2% | +3.6% | +1.2% |
| 3M | -11.3% | +1.7% | -13.0% | -12.0% |
| 6M | +35.1% | -1.6% | +36.6% | +36.0% |
| YTD | +90.5% | -7.9% | +98.4% | +95.3% |
| 1Y | +132.0% | -9.6% | +141.6% | +138.9% |
| 3Y | +463.3% | +40.5% | +422.9% | +412.7% |
| 5Y | +382.5% | -6.2% | +388.7% | +358.1% |
| All | +382.5% | -7.1% | +389.6% | +358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling