+72.5%
EWJ vs GNRC
+61.6%
+10.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.8% | -15.7% | +16.5% | +3.7% |
| 3M | +7.5% | -27.3% | +34.8% | +13.0% |
| 6M | +15.6% | -12.1% | +27.6% | +17.1% |
| YTD | +22.7% | +37.1% | -14.4% | +14.8% |
| 1Y | +26.4% | -0.5% | +26.9% | +24.2% |
| 3Y | +72.5% | +61.5% | +11.0% | +51.6% |
| All | +72.5% | +61.6% | +10.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling