+73.5%
EWJ vs GPC
-2.2%
+75.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | +7.1% | +39.2% | -32.1% | +0.4% |
| 6M | +16.2% | +18.2% | -2.0% | +12.0% |
| YTD | +22.0% | +12.1% | +9.9% | +18.4% |
| 1Y | +26.2% | -0.7% | +26.9% | +25.2% |
| 3Y | +73.5% | -1.7% | +75.1% | +67.5% |
| All | +73.5% | -2.2% | +75.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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