+18.2%
EWJ vs GNRC
+17.5%
+0.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.5% | +10.9% | +2.8% |
| 7D | -1.2% | -6.0% | +4.8% | -0.4% |
| 30D | -5.5% | -12.0% | +6.5% | -3.8% |
| 3M | -0.8% | -13.4% | +12.6% | +1.0% |
| 6M | +7.1% | -26.4% | +33.4% | +11.7% |
| YTD | +16.9% | +38.8% | -21.9% | +9.2% |
| 1Y | +18.2% | +20.9% | -2.7% | +12.6% |
| All | +18.2% | +17.5% | +0.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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