+965.6%
GE vs EWJ
+156.6%
+809.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -1.6% | +2.5% | -4.1% | -3.1% |
| 30D | -11.6% | +3.3% | -14.8% | -13.4% |
| 3M | +3.0% | +5.0% | -2.0% | -0.4% |
| 6M | -0.5% | +11.5% | -12.1% | -7.1% |
| YTD | +9.7% | +22.4% | -12.6% | -3.3% |
| 1Y | +20.0% | +30.2% | -10.2% | +1.7% |
| 3Y | +275.8% | +72.8% | +203.0% | +166.4% |
| 5Y | +429.1% | +54.1% | +374.9% | +302.7% |
| 10Y | +151.2% | +140.6% | +10.6% | +52.7% |
| All | +965.6% | +156.6% | +809.0% | +409.6% |
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