+193.4%
GDX vs JEPI
+93.8%
+99.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.4% |
| 7D | -2.2% | -1.0% | -1.2% | -1.1% |
| 30D | +6.8% | -1.4% | +8.2% | +8.4% |
| 3M | +24.9% | +3.5% | +21.4% | +20.7% |
| 6M | -4.2% | +1.9% | -6.1% | -5.7% |
| YTD | +13.2% | +4.4% | +8.8% | +9.1% |
| 1Y | +40.2% | +7.2% | +33.0% | +31.9% |
| 3Y | +249.6% | +29.8% | +219.8% | +170.9% |
| 5Y | +230.4% | +41.7% | +188.7% | +134.0% |
| All | +193.4% | +93.8% | +99.6% | +39.6% |
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