+816.6%
GLD vs EWJ
+236.2%
+580.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | +4.4% | +3.3% | +1.1% | +4.0% |
| 3M | -1.1% | +5.0% | -6.1% | -1.7% |
| 6M | -13.8% | +11.5% | -25.3% | -14.9% |
| YTD | +2.6% | +22.4% | -19.7% | +0.3% |
| 1Y | +24.5% | +30.2% | -5.7% | +20.9% |
| 3Y | +125.8% | +72.8% | +53.0% | +112.5% |
| 5Y | +137.8% | +54.1% | +83.7% | +125.1% |
| 10Y | +221.4% | +140.6% | +80.8% | +191.0% |
| All | +816.6% | +236.2% | +580.3% | +667.2% |
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