+2,198.7%
GLW vs FXI
+221.5%
+1,977.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.9% |
| 7D | +3.8% | +1.0% | +2.7% | +3.3% |
| 30D | -1.3% | -0.6% | -0.8% | -1.1% |
| 3M | -21.8% | +1.9% | -23.7% | -22.9% |
| 6M | +6.9% | -0.2% | +7.1% | +7.3% |
| YTD | +77.2% | -5.6% | +82.7% | +82.8% |
| 1Y | +123.2% | -4.7% | +127.9% | +129.2% |
| 3Y | +400.0% | +38.0% | +362.0% | +307.2% |
| 5Y | +342.8% | -2.7% | +345.5% | +307.3% |
| 10Y | +771.4% | +19.9% | +751.5% | +611.7% |
| All | +2,198.7% | +221.5% | +1,977.2% | +821.2% |
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 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