+33.6%
EWJ vs GLXY
-32.0%
+65.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.2% | -11.3% | +0.7% |
| 7D | -1.9% | +14.3% | -16.2% | -3.1% |
| 30D | -5.3% | -19.6% | +14.3% | -4.2% |
| 3M | -4.3% | -20.7% | +16.3% | -3.4% |
| 6M | +0.4% | -49.6% | +50.0% | +4.5% |
| YTD | +14.7% | -28.6% | +43.3% | +14.8% |
| 1Y | +14.7% | -48.0% | +62.8% | +16.7% |
| All | +33.6% | -32.0% | +65.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling