+198.1%
GD vs JEPI
+95.7%
+102.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -5.3% | -0.3% | -4.9% | -4.9% |
| 30D | -6.4% | +0.1% | -6.6% | -6.6% |
| 3M | +5.7% | +4.8% | +0.9% | +0.6% |
| 6M | -0.9% | +1.0% | -2.0% | -2.0% |
| YTD | +8.2% | +5.5% | +2.7% | +2.2% |
| 1Y | +13.4% | +9.2% | +4.2% | +3.4% |
| 3Y | +68.5% | +31.2% | +37.3% | +25.3% |
| 5Y | +97.2% | +41.4% | +55.8% | +34.1% |
| All | +198.1% | +95.7% | +102.4% | +20.4% |
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