-25.7%
GIS vs EWJ
+50.5%
-76.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | -6.1% | +0.8% | -6.9% | -6.1% |
| 3M | +7.8% | +7.5% | +0.3% | +7.5% |
| 6M | -8.8% | +15.6% | -24.4% | -9.6% |
| YTD | -19.1% | +22.7% | -41.9% | -20.1% |
| 1Y | -24.8% | +26.4% | -51.2% | -25.8% |
| 3Y | -37.6% | +72.5% | -110.1% | -40.4% |
| All | -25.7% | +50.5% | -76.2% | -29.5% |
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