+229.7%
EWJ vs GNRC
+2,020.8%
-1,791.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +0.2% | -15.8% | +16.0% | +2.8% |
| 3M | +8.6% | -24.0% | +32.6% | +12.8% |
| 6M | +12.1% | -13.8% | +25.9% | +13.7% |
| YTD | +20.1% | +33.2% | -13.1% | +13.4% |
| 1Y | +25.2% | -1.8% | +27.0% | +23.3% |
| 3Y | +70.8% | +57.7% | +13.0% | +53.2% |
| 5Y | +49.2% | -59.7% | +108.9% | +56.9% |
| 10Y | +138.6% | +430.7% | -292.1% | +60.6% |
| All | +229.7% | +2,020.8% | -1,791.2% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling