+110.2%
EWJ vs GGLL
+328.7%
-218.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +2.5% | -4.8% | +7.3% | +3.2% |
| 30D | +3.3% | -13.7% | +17.0% | +5.2% |
| 3M | +5.0% | -21.9% | +26.8% | +7.6% |
| 6M | +11.5% | +11.7% | -0.1% | +7.9% |
| YTD | +22.4% | +2.3% | +20.1% | +19.5% |
| 1Y | +30.2% | +76.2% | -46.0% | +17.0% |
| 3Y | +72.8% | +245.0% | -172.2% | +34.3% |
| All | +110.2% | +328.7% | -218.5% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling