+107.5%
EWJ vs GGLL
+309.0%
-201.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.4% |
| 7D | +1.0% | -3.9% | +4.9% | +1.5% |
| 30D | +1.0% | -15.4% | +16.3% | +3.1% |
| 3M | +7.2% | -21.9% | +29.1% | +9.9% |
| 6M | +13.9% | +4.5% | +9.4% | +11.2% |
| YTD | +20.8% | -2.4% | +23.2% | +18.7% |
| 1Y | +26.4% | +57.8% | -31.4% | +15.3% |
| 3Y | +71.8% | +227.2% | -155.5% | +34.4% |
| All | +107.5% | +309.0% | -201.5% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling