-1.2%
FXI vs GLDM
+125.6%
-126.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | +4.4% | +5.0% | -0.6% | +2.6% |
| 30D | +1.2% | -1.3% | +2.5% | +1.6% |
| 3M | -4.2% | -4.7% | +0.5% | -2.8% |
| 6M | -6.2% | -12.4% | +6.2% | -1.9% |
| YTD | -8.8% | -4.1% | -4.7% | -9.2% |
| 1Y | -11.6% | +3.3% | -15.0% | -14.8% |
| 3Y | +45.1% | +110.9% | -65.8% | -3.0% |
| 5Y | -1.2% | +124.8% | -126.0% | -40.1% |
| All | -1.2% | +125.6% | -126.8% | -40.1% |
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