-2.7%
FXI vs GLDM
+219.1%
-221.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +5.7% | +4.7% | +1.0% | +4.2% |
| 30D | +4.6% | -0.9% | +5.4% | +4.8% |
| 3M | -2.8% | -4.3% | +1.5% | -1.7% |
| 6M | -6.1% | -13.4% | +7.3% | -2.2% |
| YTD | -8.0% | -5.8% | -2.2% | -7.4% |
| 1Y | -11.3% | +2.1% | -13.4% | -13.0% |
| 3Y | +42.6% | +105.0% | -62.4% | +11.0% |
| 5Y | -0.1% | +122.5% | -122.6% | -24.8% |
| All | -2.7% | +219.1% | -221.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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