+123.2%
GLW vs EWJ
+31.1%
+92.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.0% |
| 7D | +3.8% | +2.5% | +1.3% | -0.8% |
| 30D | -1.3% | +3.3% | -4.6% | -6.6% |
| 3M | -21.8% | +5.0% | -26.8% | -26.5% |
| 6M | +6.9% | +11.5% | -4.6% | -7.6% |
| YTD | +77.2% | +22.4% | +54.8% | +39.2% |
| 1Y | +123.2% | +30.2% | +93.0% | +69.1% |
| All | +123.2% | +31.1% | +92.1% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling