+58.6%
EWJ vs GFS
-2.1%
+60.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.5% | +3.2% | -4.7% | -2.0% |
| 30D | +0.2% | -9.6% | +9.7% | +1.8% |
| 3M | +8.6% | -38.5% | +47.1% | +16.9% |
| 6M | +12.1% | -1.3% | +13.4% | +10.7% |
| YTD | +20.1% | +31.8% | -11.7% | +12.4% |
| 1Y | +25.2% | +44.6% | -19.4% | +15.0% |
| 3Y | +70.8% | -20.6% | +91.4% | +68.1% |
| All | +58.6% | -2.1% | +60.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling