+755.2%
GLD vs EWJ
+213.0%
+542.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.4% |
| 7D | +4.9% | -1.5% | +6.4% | +5.1% |
| 30D | -1.3% | -6.5% | +5.2% | -0.5% |
| 3M | -4.8% | -5.6% | +0.8% | -4.1% |
| 6M | -12.5% | -0.3% | -12.2% | -12.5% |
| YTD | -4.2% | +13.9% | -18.2% | -5.6% |
| 1Y | +3.0% | +14.6% | -11.5% | +1.5% |
| 3Y | +109.1% | +66.6% | +42.5% | +97.9% |
| 5Y | +121.6% | +47.7% | +73.9% | +111.2% |
| 10Y | +212.2% | +126.0% | +86.2% | +185.1% |
| All | +755.2% | +213.0% | +542.2% | +622.4% |
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