+2,064.0%
GS vs EWJ
+216.6%
+1,847.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +0.9% | +2.5% | -1.6% | -1.1% |
| 30D | -1.6% | +3.3% | -4.9% | -4.2% |
| 3M | -4.5% | +5.0% | -9.5% | -8.2% |
| 6M | +20.9% | +11.5% | +9.3% | +10.2% |
| YTD | +19.9% | +22.4% | -2.5% | +0.8% |
| 1Y | +41.4% | +30.2% | +11.2% | +12.5% |
| 3Y | +239.2% | +72.8% | +166.3% | +110.6% |
| 5Y | +185.0% | +54.1% | +130.9% | +94.7% |
| 10Y | +655.0% | +140.6% | +514.3% | +266.2% |
| All | +2,064.0% | +216.6% | +1,847.4% | +758.0% |
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