-37.4%
GIS vs EWJ
+69.3%
-106.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.1% |
| 7D | -8.4% | -1.5% | -6.9% | -8.4% |
| 30D | -5.2% | +0.2% | -5.4% | -5.2% |
| 3M | +8.2% | +8.6% | -0.4% | +8.1% |
| 6M | -12.0% | +12.1% | -24.2% | -12.3% |
| YTD | -18.9% | +20.1% | -39.0% | -19.1% |
| 1Y | -23.6% | +25.2% | -48.8% | -24.0% |
| All | -37.4% | +69.3% | -106.6% | -38.3% |
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