+833.1%
GLW vs EWJ
+139.2%
+693.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.5% |
| 7D | +11.7% | -1.5% | +13.2% | +13.6% |
| 30D | +2.7% | +0.2% | +2.5% | +2.6% |
| 3M | -2.8% | +8.6% | -11.4% | -9.5% |
| 6M | +20.2% | +12.1% | +8.0% | +9.8% |
| YTD | +87.3% | +20.1% | +67.2% | +60.5% |
| 1Y | +119.6% | +25.2% | +94.4% | +80.7% |
| 3Y | +453.7% | +70.8% | +382.9% | +220.7% |
| 5Y | +376.1% | +49.2% | +326.9% | +221.6% |
| All | +833.1% | +139.2% | +693.9% | +285.6% |
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