+18.2%
EWJ vs GLXY
-57.6%
+75.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -17.0% | +18.4% | +3.0% |
| 7D | -1.2% | -26.8% | +25.6% | +1.5% |
| 30D | -5.5% | -38.3% | +32.8% | -1.5% |
| 3M | -0.8% | -36.9% | +36.1% | +2.6% |
| 6M | +7.1% | -52.1% | +59.2% | +12.9% |
| YTD | +16.9% | -37.5% | +54.4% | +18.2% |
| 1Y | +18.2% | -55.2% | +73.4% | +22.0% |
| All | +18.2% | -57.6% | +75.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling