+138.6%
EWJ vs GPC
+1,013.7%
-875.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | +0.4% | +3.5% | +3.8% |
| 30D | -4.3% | -6.3% | +2.0% | -2.1% |
| 3M | -6.8% | -8.2% | +1.3% | -4.2% |
| 6M | -0.9% | +27.1% | -28.0% | -10.4% |
| YTD | +14.3% | +3.1% | +11.1% | +10.5% |
| 1Y | +15.3% | +0.1% | +15.2% | +12.6% |
| 3Y | +65.6% | +0.2% | +65.4% | +56.5% |
| 5Y | +47.5% | +4.9% | +42.6% | +34.1% |
| 10Y | +126.2% | +75.2% | +51.0% | +56.2% |
| All | +138.6% | +1,013.7% | -875.1% | -20.5% |
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