+8.1%
EWZ vs GLXY
-57.6%
+65.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -17.0% | +18.6% | +2.7% |
| 7D | -4.1% | -26.8% | +22.7% | -2.3% |
| 30D | -25.0% | -38.3% | +13.4% | -22.2% |
| 3M | -10.6% | -36.9% | +26.3% | -8.0% |
| 6M | -16.6% | -52.1% | +35.5% | -12.5% |
| YTD | +2.5% | -37.5% | +40.0% | +2.0% |
| 1Y | +8.1% | -55.2% | +63.3% | +11.5% |
| All | +8.1% | -57.6% | +65.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling