+568.1%
GIS vs EWJ
+155.8%
+412.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -8.3% | +2.9% | -11.2% | -8.8% |
| 30D | +2.2% | +1.1% | +1.1% | +1.9% |
| 3M | +15.7% | +7.1% | +8.6% | +13.8% |
| 6M | -12.0% | +16.2% | -28.2% | -14.9% |
| YTD | -15.0% | +22.0% | -37.0% | -18.7% |
| 1Y | -20.1% | +26.2% | -46.3% | -24.2% |
| 3Y | -34.6% | +73.5% | -108.1% | -42.4% |
| 5Y | -22.8% | +52.7% | -75.5% | -30.6% |
| 10Y | -18.5% | +138.5% | -157.0% | -34.0% |
| All | +568.1% | +155.8% | +412.3% | +378.4% |
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