+43.0%
EWJ vs GLXY
+3.8%
+39.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | +0.3% | -7.3% | +7.6% | +1.0% |
| 30D | +0.8% | +15.7% | -15.0% | -0.8% |
| 3M | +7.5% | -26.7% | +34.2% | +9.4% |
| 6M | +15.6% | +13.7% | +1.9% | +13.0% |
| YTD | +22.7% | +9.1% | +13.6% | +19.2% |
| 1Y | +26.4% | -15.5% | +41.9% | +24.2% |
| All | +43.0% | +3.8% | +39.1% | +37.7% |
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