+32.7%
EWJ vs GLXY
-35.4%
+68.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.3% |
| 7D | +3.6% | +16.9% | -13.3% | +2.1% |
| 30D | -6.0% | -23.0% | +17.0% | -4.5% |
| 3M | -6.5% | -28.0% | +21.5% | -4.7% |
| 6M | -0.1% | -51.6% | +51.5% | +4.3% |
| YTD | +13.9% | -32.1% | +46.0% | +14.5% |
| 1Y | +13.1% | -51.5% | +64.6% | +15.7% |
| All | +32.7% | -35.4% | +68.1% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling