+2,469.1%
GLW vs EWJ
+156.6%
+2,312.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.4% |
| 7D | +3.8% | +2.5% | +1.3% | +1.8% |
| 30D | -1.3% | +3.3% | -4.6% | -3.6% |
| 3M | -21.8% | +5.0% | -26.8% | -23.4% |
| 6M | +6.9% | +11.5% | -4.6% | +1.0% |
| YTD | +77.2% | +22.4% | +54.8% | +56.2% |
| 1Y | +123.2% | +30.2% | +93.0% | +87.9% |
| 3Y | +400.0% | +72.8% | +327.2% | +235.0% |
| 5Y | +342.8% | +54.1% | +288.7% | +222.8% |
| 10Y | +771.4% | +140.6% | +630.8% | +371.0% |
| All | +2,469.1% | +156.6% | +2,312.4% | +1,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling