+4,420.2%
GD vs EWJ
+130.5%
+4,289.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.6% | +0.1% |
| 7D | -3.9% | -7.0% | +3.1% | -1.1% |
| 30D | +8.1% | -11.1% | +19.2% | +13.3% |
| 3M | -6.8% | -7.3% | +0.5% | -4.1% |
| 6M | +3.0% | -0.6% | +3.6% | +2.5% |
| YTD | +7.8% | +9.9% | -2.1% | +2.4% |
| 1Y | +5.8% | +11.2% | -5.4% | +0.1% |
| 3Y | +55.3% | +55.3% | 0.0% | +26.5% |
| 5Y | +96.7% | +41.3% | +55.4% | +65.4% |
| 10Y | +195.4% | +117.5% | +77.9% | +110.4% |
| All | +4,420.2% | +130.5% | +4,289.7% | +2,729.2% |
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