+68.8%
EWJ vs GAP
+103.6%
-34.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -1.5% | -6.3% | +4.8% | -0.9% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | +8.6% | 0.0% | +8.6% | +8.3% |
| 6M | +12.1% | -8.1% | +20.3% | +12.5% |
| YTD | +20.1% | -16.5% | +36.6% | +21.3% |
| 1Y | +25.2% | -10.5% | +35.6% | +25.3% |
| All | +68.8% | +103.6% | -34.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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