+1,704.0%
GS vs EWJ
+184.3%
+1,519.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | -5.0% | +1.8% | +1.2% |
| 30D | -2.4% | -10.2% | +7.8% | +7.1% |
| 3M | -15.7% | -7.2% | -8.5% | -10.1% |
| 6M | -6.8% | -3.2% | -3.6% | -3.9% |
| YTD | -0.1% | +9.9% | -10.0% | -7.8% |
| 1Y | +12.1% | +11.0% | +1.1% | +2.5% |
| 3Y | +185.8% | +57.3% | +128.5% | +92.4% |
| 5Y | +140.1% | +41.3% | +98.8% | +76.9% |
| 10Y | +505.2% | +117.5% | +387.8% | +220.5% |
| All | +1,704.0% | +184.3% | +1,519.7% | +684.7% |
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