+4,391.1%
GD vs EWJ
+130.5%
+4,260.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | -5.0% | 0.0% | -3.0% |
| 30D | +8.9% | -10.2% | +19.2% | +13.7% |
| 3M | -8.0% | -7.2% | -0.8% | -5.4% |
| 6M | +2.9% | -3.2% | +6.1% | +3.6% |
| YTD | +7.1% | +9.9% | -2.8% | +1.8% |
| 1Y | +5.9% | +11.0% | -5.0% | +0.3% |
| 3Y | +53.9% | +57.3% | -3.5% | +24.7% |
| 5Y | +95.4% | +41.3% | +54.1% | +64.3% |
| 10Y | +193.5% | +117.5% | +76.0% | +109.0% |
| All | +4,391.1% | +130.5% | +4,260.7% | +2,711.0% |
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 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