+526.0%
GLW vs EWJ
+126.4%
+399.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.7% |
| 7D | +7.7% | +4.0% | +3.8% | +3.4% |
| 30D | -18.8% | -4.3% | -14.6% | -14.0% |
| 3M | -27.7% | -6.8% | -20.9% | -20.7% |
| 6M | -44.4% | -0.9% | -43.5% | -41.8% |
| YTD | +31.3% | +14.3% | +17.0% | +20.3% |
| 1Y | +40.0% | +15.3% | +24.7% | +27.3% |
| 3Y | +339.2% | +65.6% | +273.6% | +166.4% |
| 5Y | +229.2% | +47.5% | +181.7% | +126.9% |
| All | +526.0% | +126.4% | +399.6% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling