+150.8%
EWJ vs GFI
+529.1%
-378.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -1.5% | -5.1% | +3.7% | -1.2% |
| 30D | +0.2% | +13.4% | -13.3% | -0.7% |
| 3M | +8.6% | +36.2% | -27.6% | +6.2% |
| 6M | +12.1% | -9.8% | +22.0% | +12.4% |
| YTD | +20.1% | +7.7% | +12.4% | +18.8% |
| 1Y | +25.2% | +27.2% | -2.0% | +22.2% |
| 3Y | +70.8% | +300.3% | -229.5% | +53.3% |
| 5Y | +49.2% | +539.8% | -490.6% | +28.3% |
| 10Y | +138.6% | +1,058.5% | -919.9% | +88.7% |
| All | +150.8% | +529.1% | -378.3% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling