+57.8%
GD vs EWJ
+67.1%
-9.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +9.5% | -5.3% | +14.8% | +11.1% |
| 3M | -5.8% | -4.3% | -1.5% | -4.8% |
| 6M | +7.7% | +0.4% | +7.3% | +6.8% |
| YTD | +11.1% | +14.7% | -3.7% | +4.1% |
| 1Y | +6.1% | +14.7% | -8.6% | -0.6% |
| All | +57.8% | +67.1% | -9.3% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling