+100.4%
GD vs EWJ
+47.7%
+52.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +1.9% | +3.6% | -1.8% | +0.6% |
| 30D | +9.2% | -6.0% | +15.2% | +11.4% |
| 3M | -7.5% | -6.5% | -1.0% | -5.5% |
| 6M | +5.8% | -0.1% | +5.9% | +5.0% |
| YTD | +9.8% | +13.9% | -4.1% | +2.9% |
| 1Y | +5.8% | +13.1% | -7.3% | -0.6% |
| 3Y | +58.0% | +65.0% | -7.0% | +25.5% |
| 5Y | +100.4% | +47.0% | +53.4% | +68.3% |
| All | +100.4% | +47.7% | +52.7% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling