+155.6%
EWJ vs GSK
+657.3%
-501.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | +3.3% | -2.2% | +5.5% | +3.9% |
| 3M | +5.0% | -1.8% | +6.8% | +5.1% |
| 6M | +11.5% | -10.6% | +22.2% | +15.1% |
| YTD | +22.4% | +4.4% | +18.0% | +19.5% |
| 1Y | +30.2% | +30.4% | -0.2% | +17.4% |
| 3Y | +72.8% | +60.1% | +12.7% | +42.2% |
| 5Y | +54.1% | +46.8% | +7.3% | +28.5% |
| 10Y | +140.6% | +79.2% | +61.4% | +82.6% |
| All | +155.6% | +657.3% | -501.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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