+96.8%
EWJ vs GH
+467.1%
-370.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | +0.8% | -4.7% | +5.5% | +1.1% |
| 3M | +7.5% | +20.2% | -12.7% | +5.6% |
| 6M | +15.6% | +78.8% | -63.2% | +9.4% |
| YTD | +22.7% | +54.1% | -31.3% | +17.4% |
| 1Y | +26.4% | +177.1% | -150.7% | +14.5% |
| 3Y | +72.5% | +371.6% | -299.1% | +45.0% |
| 5Y | +52.4% | +21.9% | +30.5% | +37.1% |
| All | +96.8% | +467.1% | -370.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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