-0.1%
FXI vs GLDM
+126.2%
-126.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +6.9% | +1.9% | +5.0% | +6.1% |
| 30D | +3.5% | -1.7% | +5.2% | +4.0% |
| 3M | -3.2% | -3.5% | +0.4% | -2.2% |
| 6M | -3.5% | -10.1% | +6.5% | -0.1% |
| YTD | -8.1% | -5.0% | -3.0% | -8.1% |
| 1Y | -10.5% | +2.8% | -13.3% | -13.6% |
| 3Y | +43.0% | +105.1% | -62.1% | -3.2% |
| 5Y | -0.1% | +124.3% | -124.4% | -39.3% |
| All | -0.1% | +126.2% | -126.3% | -39.3% |
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 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