+206.1%
GLD vs EWJ
+126.4%
+79.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | +4.0% | -8.5% | -5.4% |
| 30D | -5.5% | -4.3% | -1.2% | -4.6% |
| 3M | -10.9% | -6.8% | -4.1% | -9.6% |
| 6M | -17.4% | -0.9% | -16.5% | -17.3% |
| YTD | -10.3% | +14.3% | -24.6% | -12.2% |
| 1Y | -7.2% | +15.3% | -22.5% | -9.3% |
| 3Y | +96.9% | +65.6% | +31.3% | +82.4% |
| 5Y | +103.8% | +47.5% | +56.3% | +88.7% |
| All | +206.1% | +126.4% | +79.8% | +167.0% |
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