+463.3%
GLW vs EWJ
+73.3%
+390.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.9% |
| 7D | +14.0% | +2.9% | +11.1% | +10.5% |
| 30D | +0.4% | +1.1% | -0.7% | -0.7% |
| 3M | -11.3% | +7.1% | -18.5% | -16.1% |
| 6M | +35.1% | +16.2% | +18.9% | +20.7% |
| YTD | +90.5% | +22.0% | +68.6% | +65.6% |
| 1Y | +132.0% | +26.2% | +105.8% | +97.3% |
| 3Y | +463.3% | +73.5% | +389.9% | +290.5% |
| All | +463.3% | +73.3% | +390.0% | +290.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling