+105.9%
GILD vs EWJ
+73.0%
+32.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | +5.8% | +0.8% | +5.0% | +5.6% |
| 3M | +14.9% | +7.5% | +7.4% | +12.8% |
| 6M | -0.4% | +15.6% | -15.9% | -4.1% |
| YTD | +18.5% | +22.7% | -4.2% | +12.5% |
| 1Y | +25.1% | +26.4% | -1.3% | +17.7% |
| 3Y | +105.9% | +72.5% | +33.4% | +76.8% |
| All | +105.9% | +73.0% | +32.9% | +76.8% |
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