+62.5%
EWJ vs GTLB
-50.1%
+112.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +0.3% | -5.7% | +6.0% | +0.7% |
| 30D | +0.8% | +15.1% | -14.4% | -0.4% |
| 3M | +7.5% | +65.5% | -58.0% | +3.1% |
| 6M | +15.6% | +102.9% | -87.3% | +8.5% |
| YTD | +22.7% | +25.2% | -2.5% | +19.6% |
| 1Y | +26.4% | -5.5% | +31.9% | +25.7% |
| 3Y | +72.5% | -10.9% | +83.4% | +68.3% |
| All | +62.5% | -50.1% | +112.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling