-0.2%
FXI vs GLDM
+248.1%
-248.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.0% | -0.5% | +1.6% | +1.2% |
| 30D | -0.6% | +4.4% | -5.0% | -2.0% |
| 3M | +1.9% | -1.1% | +3.0% | +2.0% |
| 6M | -0.2% | -13.7% | +13.5% | +4.1% |
| YTD | -5.6% | +2.8% | -8.4% | -7.2% |
| 1Y | -4.7% | +24.8% | -29.5% | -12.4% |
| 3Y | +38.0% | +127.8% | -89.8% | +4.1% |
| 5Y | -2.7% | +141.1% | -143.8% | -28.5% |
| All | -0.2% | +248.1% | -248.3% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling