+72.5%
EWJ vs GFI
+287.6%
-215.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +0.3% | -4.9% | +5.1% | +0.8% |
| 30D | +0.8% | +10.7% | -9.9% | -0.4% |
| 3M | +7.5% | +25.6% | -18.1% | +4.5% |
| 6M | +15.6% | -8.3% | +23.8% | +15.3% |
| YTD | +22.7% | +6.3% | +16.4% | +20.9% |
| 1Y | +26.4% | +22.1% | +4.3% | +22.8% |
| 3Y | +72.5% | +289.2% | -216.7% | +50.8% |
| All | +72.5% | +287.6% | -215.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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