+438.8%
GS vs EWJ
+126.4%
+312.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +5.9% | +4.0% | +1.9% | +1.8% |
| 30D | +4.3% | -4.3% | +8.6% | +9.2% |
| 3M | -11.7% | -6.8% | -4.8% | -5.0% |
| 6M | -3.2% | -0.9% | -2.3% | -2.2% |
| YTD | +5.8% | +14.3% | -8.5% | -8.2% |
| 1Y | +16.0% | +15.3% | +0.7% | -0.4% |
| 3Y | +199.8% | +65.6% | +134.1% | +70.6% |
| 5Y | +155.5% | +47.5% | +108.1% | +65.9% |
| All | +438.8% | +126.4% | +312.5% | +121.1% |
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