+104.1%
GLD vs FXI
-9.2%
+113.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | -4.2% | -0.4% | -4.0% |
| 30D | -5.5% | -1.1% | -4.3% | -5.3% |
| 3M | -10.9% | -4.0% | -6.9% | -10.4% |
| 6M | -17.4% | -11.8% | -5.6% | -16.1% |
| YTD | -10.3% | -11.9% | +1.6% | -8.9% |
| 1Y | -7.2% | -16.1% | +9.0% | -5.2% |
| 3Y | +96.9% | +38.8% | +58.1% | +90.6% |
| All | +104.1% | -9.2% | +113.2% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling