+128.5%
GLD vs EWJ
+72.2%
+56.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -0.5% | +2.5% | -3.0% | -1.4% |
| 30D | +4.4% | +3.3% | +1.1% | +3.2% |
| 3M | -1.1% | +5.0% | -6.1% | -2.8% |
| 6M | -13.8% | +11.5% | -25.3% | -16.9% |
| YTD | +2.6% | +22.4% | -19.7% | -3.1% |
| 1Y | +24.5% | +30.2% | -5.7% | +16.0% |
| All | +128.5% | +72.2% | +56.3% | +100.8% |
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