+152.2%
EWJ vs GPC
+1,121.2%
-968.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +1.0% | +1.3% | -0.3% | +0.4% |
| 3M | +7.2% | +37.1% | -29.9% | -5.4% |
| 6M | +13.9% | +23.2% | -9.3% | +4.2% |
| YTD | +20.8% | +13.1% | +7.7% | +13.2% |
| 1Y | +26.4% | +0.9% | +25.5% | +23.4% |
| 3Y | +71.8% | -0.8% | +72.6% | +63.0% |
| 5Y | +49.9% | +31.1% | +18.8% | +25.2% |
| 10Y | +140.0% | +87.4% | +52.6% | +62.1% |
| All | +152.2% | +1,121.2% | -968.9% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling