+170.6%
GD vs EWJ
+127.4%
+43.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.1% |
| 7D | +0.6% | -1.9% | +2.5% | +1.6% |
| 30D | +9.5% | -5.3% | +14.8% | +12.7% |
| 3M | -5.8% | -4.3% | -1.5% | -3.9% |
| 6M | +7.7% | +0.4% | +7.3% | +6.2% |
| YTD | +11.1% | +14.7% | -3.7% | -0.1% |
| 1Y | +6.1% | +14.7% | -8.6% | -4.7% |
| 3Y | +59.8% | +66.2% | -6.4% | +9.1% |
| 5Y | +104.6% | +50.2% | +54.4% | +49.6% |
| 10Y | +170.6% | +127.1% | +43.5% | +48.0% |
| All | +170.6% | +127.4% | +43.2% | +48.0% |
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