+739.4%
GLD vs FXI
+205.0%
+534.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +5.7% | -0.9% | +4.3% |
| 30D | -0.9% | +4.6% | -5.5% | -1.2% |
| 3M | -4.4% | -2.8% | -1.6% | -4.2% |
| 6M | -13.6% | -6.1% | -7.5% | -13.2% |
| YTD | -6.0% | -8.0% | +2.0% | -5.5% |
| 1Y | +1.8% | -11.3% | +13.1% | +2.6% |
| 3Y | +103.2% | +42.6% | +60.5% | +98.3% |
| 5Y | +119.3% | -0.1% | +119.4% | +116.6% |
| 10Y | +199.5% | +22.7% | +176.7% | +190.9% |
| All | +739.4% | +205.0% | +534.4% | +521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling