-1.2%
FXI vs GLDM
+121.8%
-122.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +5.7% | +4.7% | +1.0% | +4.0% |
| 30D | +4.6% | -0.9% | +5.4% | +4.8% |
| 3M | -2.8% | -4.3% | +1.5% | -1.6% |
| 6M | -6.1% | -13.4% | +7.3% | -1.4% |
| YTD | -8.0% | -5.8% | -2.2% | -7.8% |
| 1Y | -11.3% | +2.1% | -13.4% | -14.2% |
| 3Y | +42.6% | +105.0% | -62.4% | -3.5% |
| All | -1.2% | +121.8% | -122.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling