+141.9%
EWJ vs GWRE
+131.0%
+10.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.3% | -13.2% | +13.5% | +2.3% |
| 30D | +0.8% | -18.6% | +19.4% | +3.1% |
| 3M | +7.5% | +18.9% | -11.4% | +3.0% |
| 6M | +15.6% | -11.0% | +26.5% | +15.0% |
| YTD | +22.7% | -29.9% | +52.6% | +27.0% |
| 1Y | +26.4% | -44.3% | +70.8% | +36.5% |
| 3Y | +72.5% | +51.7% | +20.9% | +47.3% |
| 5Y | +52.4% | +15.4% | +37.0% | +34.6% |
| All | +141.9% | +131.0% | +10.9% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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