+231.1%
GM vs EWJ
+144.4%
+86.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -2.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.8% |
| 30D | -1.1% | +0.8% | -1.9% | -2.0% |
| 3M | +6.1% | +7.5% | -1.4% | -2.3% |
| 6M | +15.0% | +15.6% | -0.6% | -2.2% |
| YTD | +6.0% | +22.7% | -16.7% | -16.0% |
| 1Y | +47.1% | +26.4% | +20.7% | +12.3% |
| 3Y | +170.5% | +72.5% | +98.0% | +38.5% |
| 5Y | +80.5% | +52.4% | +28.0% | +8.7% |
| All | +231.1% | +144.4% | +86.7% | +21.7% |
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