+95.6%
EWJ vs GH
+480.1%
-384.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +2.9% | -2.1% | +5.0% | +3.1% |
| 30D | +1.1% | -4.5% | +5.5% | +1.4% |
| 3M | +7.1% | +28.9% | -21.8% | +4.6% |
| 6M | +16.2% | +76.5% | -60.3% | +10.1% |
| YTD | +22.0% | +57.6% | -35.6% | +16.4% |
| 1Y | +26.2% | +167.5% | -141.3% | +14.7% |
| 3Y | +73.5% | +377.4% | -303.9% | +45.6% |
| 5Y | +52.7% | +23.8% | +28.9% | +37.1% |
| All | +95.6% | +480.1% | -384.5% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling