-3.5%
GEHC vs EWJ
+73.0%
-76.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.9% |
| 7D | -7.2% | +0.3% | -7.4% | -7.3% |
| 30D | -11.6% | +0.8% | -12.3% | -12.1% |
| 3M | -0.8% | +7.5% | -8.3% | -6.7% |
| 6M | -11.9% | +15.6% | -27.5% | -21.8% |
| YTD | -21.9% | +22.7% | -44.7% | -34.3% |
| 1Y | -17.8% | +26.4% | -44.3% | -32.6% |
| 3Y | -3.5% | +72.5% | -76.1% | -40.8% |
| All | -3.5% | +73.0% | -76.5% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling