+220.8%
EWJ vs GPN
+2,494.6%
-2,273.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.0% |
| 7D | -1.5% | -3.5% | +2.0% | -0.6% |
| 30D | +0.2% | +3.1% | -3.0% | -0.7% |
| 3M | +8.6% | +42.3% | -33.7% | -1.2% |
| 6M | +12.1% | +20.9% | -8.7% | +5.8% |
| YTD | +20.1% | +15.2% | +4.9% | +13.8% |
| 1Y | +25.2% | +5.4% | +19.7% | +21.0% |
| 3Y | +70.8% | -27.4% | +98.2% | +77.2% |
| 5Y | +49.2% | -44.2% | +93.4% | +61.1% |
| 10Y | +138.6% | +27.4% | +111.2% | +99.2% |
| All | +220.8% | +2,494.6% | -2,273.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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