+18.2%
EWJ vs GFS
+15.5%
+2.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +2.3% |
| 7D | -1.2% | -12.5% | +11.3% | +0.8% |
| 30D | -5.5% | -16.9% | +11.4% | -2.9% |
| 3M | -0.8% | -22.3% | +21.5% | +2.8% |
| 6M | +7.1% | -40.2% | +47.3% | +14.9% |
| YTD | +16.9% | +16.0% | +0.9% | +14.3% |
| 1Y | +18.2% | +17.7% | +0.5% | +13.7% |
| All | +18.2% | +15.5% | +2.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling