+15.5%
GEHC vs EWJ
+95.7%
-80.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -4.0% | +2.5% | -6.5% | -5.5% |
| 30D | -2.0% | +3.3% | -5.2% | -4.0% |
| 3M | +8.0% | +5.0% | +3.0% | +3.6% |
| 6M | -12.8% | +11.5% | -24.3% | -20.0% |
| YTD | -15.9% | +22.4% | -38.3% | -28.3% |
| 1Y | -6.9% | +30.2% | -37.1% | -24.2% |
| 3Y | 0.0% | +72.8% | -72.9% | -33.6% |
| All | +15.5% | +95.7% | -80.2% | -25.9% |
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