+4,436.8%
GD vs EWJ
+156.6%
+4,280.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -5.3% | +2.5% | -7.8% | -6.2% |
| 30D | -6.4% | +3.3% | -9.7% | -7.7% |
| 3M | +5.7% | +5.0% | +0.7% | +3.1% |
| 6M | -0.9% | +11.5% | -12.5% | -6.0% |
| YTD | +8.2% | +22.4% | -14.2% | -1.4% |
| 1Y | +13.4% | +30.2% | -16.8% | +0.6% |
| 3Y | +68.5% | +72.8% | -4.3% | +31.5% |
| 5Y | +97.2% | +54.1% | +43.0% | +60.2% |
| 10Y | +190.2% | +140.6% | +49.6% | +98.6% |
| All | +4,436.8% | +156.6% | +4,280.1% | +2,622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling