+119.6%
GLW vs EWJ
+24.8%
+94.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.1% |
| 7D | +11.7% | -1.5% | +13.2% | +14.8% |
| 30D | +2.7% | +0.2% | +2.5% | +2.4% |
| 3M | -2.8% | +8.6% | -11.4% | -13.7% |
| 6M | +20.2% | +12.1% | +8.0% | +4.0% |
| YTD | +87.3% | +20.1% | +67.2% | +51.5% |
| 1Y | +119.6% | +25.2% | +94.4% | +72.4% |
| All | +119.6% | +24.8% | +94.8% | +72.4% |
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 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