+195.1%
GD vs JEPI
+94.2%
+100.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.0% | -2.0% | -3.0% | -3.1% |
| 30D | +8.9% | 0.0% | +9.0% | +8.8% |
| 3M | -8.0% | -0.8% | -7.3% | -7.4% |
| 6M | +2.9% | +3.2% | -0.3% | -0.6% |
| YTD | +7.1% | +4.7% | +2.4% | +1.8% |
| 1Y | +5.9% | +8.0% | -2.1% | -2.5% |
| 3Y | +53.9% | +32.3% | +21.6% | +13.2% |
| 5Y | +95.4% | +40.5% | +54.9% | +33.4% |
| All | +195.1% | +94.2% | +100.9% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling