+25.9%
EWJ vs GLXY
-6.2%
+32.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -0.3% |
| 7D | +1.0% | +4.5% | -3.5% | +0.5% |
| 30D | +1.0% | +28.8% | -27.9% | -1.8% |
| 3M | +7.2% | -23.0% | +30.3% | +8.8% |
| 6M | +13.9% | +17.0% | -3.1% | +10.8% |
| YTD | +20.8% | +12.5% | +8.3% | +16.5% |
| All | +25.9% | -6.2% | +32.1% | +22.2% |
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