+15.9%
GS vs EWJ
+14.5%
+1.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.0% | +1.3% |
| 7D | +0.8% | -1.5% | +2.3% | +2.3% |
| 30D | +1.2% | -6.5% | +7.7% | +7.5% |
| 3M | -12.4% | -5.6% | -6.8% | -7.8% |
| 6M | -2.3% | -0.3% | -2.1% | -2.0% |
| YTD | +4.6% | +13.9% | -9.3% | -7.4% |
| All | +15.9% | +14.5% | +1.4% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling