+42.6%
EWJ vs GLXY
+12.0%
+30.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +2.5% | +13.4% | -10.9% | +1.3% |
| 30D | +3.3% | +38.1% | -34.8% | +0.1% |
| 3M | +5.0% | -7.3% | +12.3% | +4.5% |
| 6M | +11.5% | +8.2% | +3.4% | +9.2% |
| YTD | +22.4% | +17.8% | +4.6% | +18.1% |
| 1Y | +30.2% | +14.9% | +15.3% | +25.4% |
| All | +42.6% | +12.0% | +30.5% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling