+159.7%
GILD vs EWJ
+144.4%
+15.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.6% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | +5.8% | +0.8% | +5.0% | +5.4% |
| 3M | +14.9% | +7.5% | +7.4% | +11.1% |
| 6M | -0.4% | +15.6% | -15.9% | -6.7% |
| YTD | +18.5% | +22.7% | -4.2% | +8.0% |
| 1Y | +25.1% | +26.4% | -1.3% | +12.3% |
| 3Y | +105.9% | +72.5% | +33.4% | +58.2% |
| 5Y | +143.0% | +52.4% | +90.5% | +97.4% |
| All | +159.7% | +144.4% | +15.3% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling