+230.7%
GM vs EWJ
+210.0%
+20.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.9% |
| 30D | -4.6% | +1.0% | -5.6% | -5.5% |
| 3M | +0.2% | +7.2% | -7.0% | -6.5% |
| 6M | +12.6% | +13.9% | -1.3% | -0.7% |
| YTD | +3.7% | +20.8% | -17.1% | -13.8% |
| 1Y | +45.6% | +26.4% | +19.3% | +15.7% |
| 3Y | +162.0% | +71.8% | +90.2% | +51.6% |
| 5Y | +80.5% | +49.9% | +30.6% | +19.7% |
| 10Y | +231.3% | +140.0% | +91.4% | +50.6% |
| All | +230.7% | +210.0% | +20.7% | +19.7% |
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 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