+7.7%
GEHC vs EWJ
+92.0%
-84.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -7.9% | -1.5% | -6.4% | -7.0% |
| 30D | -11.7% | +0.2% | -11.9% | -11.9% |
| 3M | +0.8% | +8.6% | -7.8% | -5.8% |
| 6M | -11.6% | +12.1% | -23.7% | -19.4% |
| YTD | -21.6% | +20.1% | -41.7% | -32.3% |
| 1Y | -15.3% | +25.2% | -40.5% | -29.2% |
| 3Y | -0.5% | +70.8% | -71.3% | -33.3% |
| All | +7.7% | +92.0% | -84.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling