+96.9%
GLD vs FXI
+39.4%
+57.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | -4.2% | -0.4% | -3.8% |
| 30D | -5.5% | -1.1% | -4.3% | -5.2% |
| 3M | -10.9% | -4.0% | -6.9% | -10.2% |
| 6M | -17.4% | -11.8% | -5.6% | -15.5% |
| YTD | -10.3% | -11.9% | +1.6% | -8.2% |
| 1Y | -7.2% | -16.1% | +9.0% | -4.3% |
| 3Y | +96.9% | +38.8% | +58.1% | +86.8% |
| All | +96.9% | +39.4% | +57.5% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling