+212.2%
GLD vs FXI
+20.5%
+191.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +4.9% | +4.4% | +0.6% | +4.5% |
| 30D | -1.3% | +1.2% | -2.5% | -1.4% |
| 3M | -4.8% | -4.2% | -0.6% | -4.4% |
| 6M | -12.5% | -6.2% | -6.3% | -12.0% |
| YTD | -4.2% | -8.8% | +4.6% | -3.3% |
| 1Y | +3.0% | -11.6% | +14.7% | +4.3% |
| 3Y | +109.1% | +45.1% | +64.0% | +102.2% |
| 5Y | +121.6% | -1.2% | +122.8% | +117.3% |
| 10Y | +212.2% | +20.1% | +192.2% | +187.0% |
| All | +212.2% | +20.5% | +191.7% | +187.0% |
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