+213.3%
GLD vs FXI
+14.7%
+198.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -1.5% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +0.3% | -3.2% | +3.5% | +0.7% |
| 3M | +0.6% | +1.7% | -1.1% | +0.4% |
| 6M | -15.6% | -1.6% | -14.0% | -15.4% |
| YTD | +0.9% | -7.9% | +8.8% | +1.7% |
| 1Y | +19.4% | -9.6% | +29.0% | +20.6% |
| 3Y | +124.5% | +40.5% | +84.0% | +117.5% |
| 5Y | +138.9% | -6.2% | +145.2% | +135.0% |
| 10Y | +213.3% | +14.2% | +199.1% | +199.8% |
| All | +213.3% | +14.7% | +198.6% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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