+201.8%
GD vs JEPI
+98.2%
+103.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +0.1% |
| 7D | -3.0% | +0.3% | -3.4% | -3.5% |
| 30D | +9.3% | +1.4% | +7.9% | +7.5% |
| 3M | -7.2% | +1.3% | -8.5% | -8.6% |
| 6M | +5.5% | +6.3% | -0.9% | -1.3% |
| YTD | +9.5% | +6.8% | +2.7% | +1.9% |
| 1Y | +6.4% | +9.8% | -3.4% | -3.8% |
| 3Y | +59.8% | +36.0% | +23.8% | +14.1% |
| 5Y | +98.0% | +43.4% | +54.6% | +32.3% |
| All | +201.8% | +98.2% | +103.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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