+50.2%
EWJ vs GEN
+35.2%
+15.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | -1.9% | -0.8% | -1.0% | -1.7% |
| 30D | -5.3% | +31.2% | -36.6% | -9.8% |
| 3M | -4.3% | +6.1% | -10.4% | -5.7% |
| 6M | +0.4% | +38.1% | -37.7% | -6.3% |
| YTD | +14.7% | +14.4% | +0.3% | +10.8% |
| 1Y | +14.7% | +15.1% | -0.4% | +10.6% |
| 3Y | +66.2% | +68.5% | -2.3% | +48.3% |
| 5Y | +50.2% | +35.8% | +14.4% | +33.7% |
| All | +50.2% | +35.2% | +15.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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