+732.3%
GLD vs EWJ
+209.2%
+523.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | +2.8% | -2.4% | +5.2% | +3.1% |
| 30D | -4.0% | -7.6% | +3.7% | -3.0% |
| 3M | -8.2% | -5.9% | -2.3% | -7.5% |
| 6M | -14.8% | -1.5% | -13.4% | -14.7% |
| YTD | -6.8% | +12.6% | -19.4% | -8.0% |
| 1Y | -2.4% | +12.7% | -15.1% | -3.6% |
| 3Y | +105.8% | +63.1% | +42.7% | +95.2% |
| 5Y | +113.3% | +48.2% | +65.1% | +103.4% |
| 10Y | +208.4% | +123.1% | +85.3% | +182.1% |
| All | +732.3% | +209.2% | +523.0% | +604.1% |
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