+816.6%
GLD vs FXI
+213.1%
+603.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +1.0% | -1.6% | -0.6% |
| 30D | +4.4% | -0.6% | +5.0% | +4.4% |
| 3M | -1.1% | +1.9% | -3.0% | -1.2% |
| 6M | -13.8% | -0.2% | -13.6% | -13.8% |
| YTD | +2.6% | -5.6% | +8.2% | +3.0% |
| 1Y | +24.5% | -4.7% | +29.2% | +24.9% |
| 3Y | +125.8% | +38.0% | +87.8% | +120.7% |
| 5Y | +137.8% | -2.7% | +140.5% | +135.0% |
| 10Y | +221.4% | +19.9% | +201.5% | +212.3% |
| All | +816.6% | +213.1% | +603.5% | +577.6% |
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