+109.1%
GLD vs EWJ
+65.0%
+44.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +0.5% |
| 7D | +4.9% | -1.5% | +6.4% | +5.4% |
| 30D | -1.3% | -6.5% | +5.2% | +1.1% |
| 3M | -4.8% | -5.6% | +0.8% | -2.8% |
| 6M | -12.5% | -0.3% | -12.2% | -12.5% |
| YTD | -4.2% | +13.9% | -18.2% | -7.5% |
| 1Y | +3.0% | +14.6% | -11.5% | -0.6% |
| 3Y | +109.1% | +66.6% | +42.5% | +75.9% |
| All | +109.1% | +65.0% | +44.2% | +75.9% |
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