-0.9%
GD vs EWJ
+12.9%
-13.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -5.3% | +2.5% | -7.8% | -5.4% |
| 30D | -6.4% | +3.3% | -9.7% | -6.7% |
| 3M | +5.7% | +5.0% | +0.7% | +4.5% |
| 6M | -0.9% | +11.5% | -12.5% | -3.4% |
| All | -0.9% | +12.9% | -13.8% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling