+177.4%
GD vs EWJ
+126.6%
+50.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +0.2% |
| 7D | -3.0% | -1.5% | -1.6% | -2.4% |
| 30D | +9.3% | -6.5% | +15.8% | +13.3% |
| 3M | -7.2% | -5.6% | -1.6% | -4.5% |
| 6M | +5.5% | -0.3% | +5.7% | +4.3% |
| YTD | +9.5% | +13.9% | -4.4% | -1.1% |
| 1Y | +6.4% | +14.6% | -8.1% | -4.3% |
| 3Y | +59.8% | +66.6% | -6.8% | +8.8% |
| 5Y | +98.0% | +47.7% | +50.3% | +46.6% |
| 10Y | +177.4% | +126.0% | +51.4% | +53.4% |
| All | +177.4% | +126.6% | +50.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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