+642.6%
GS vs EWJ
+137.9%
+504.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +3.4% | +2.9% | +0.5% | +0.5% |
| 30D | +0.2% | +1.1% | -0.9% | -0.9% |
| 3M | -0.3% | +7.1% | -7.4% | -7.1% |
| 6M | +27.4% | +16.2% | +11.2% | +9.2% |
| YTD | +19.6% | +22.0% | -2.3% | -2.9% |
| 1Y | +42.5% | +26.2% | +16.3% | +11.3% |
| 3Y | +240.4% | +73.5% | +167.0% | +85.5% |
| 5Y | +188.9% | +52.7% | +136.2% | +82.1% |
| 10Y | +642.6% | +138.5% | +504.1% | +187.3% |
| All | +642.6% | +137.9% | +504.6% | +187.3% |
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