+185.7%
GS vs EWJ
+53.7%
+132.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +0.9% | +2.5% | -1.6% | -1.2% |
| 30D | -1.6% | +3.3% | -4.9% | -4.3% |
| 3M | -4.5% | +5.0% | -9.5% | -8.3% |
| 6M | +20.9% | +11.5% | +9.3% | +10.2% |
| YTD | +19.9% | +22.4% | -2.5% | +0.7% |
| 1Y | +41.4% | +30.2% | +11.2% | +12.4% |
| 3Y | +239.2% | +72.8% | +166.3% | +107.9% |
| All | +185.7% | +53.7% | +132.0% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling