+150.7%
GDX vs JEPI
+44.0%
+106.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.8% | +2.7% | -9.5% | -9.3% |
| 30D | -2.1% | +2.5% | -4.6% | -4.6% |
| 3M | -7.5% | +1.9% | -9.5% | -9.3% |
| 6M | -15.2% | +7.7% | -22.9% | -21.1% |
| YTD | -4.8% | +8.2% | -13.0% | -11.3% |
| 1Y | +6.7% | +10.4% | -3.7% | -2.3% |
| 3Y | +212.7% | +36.5% | +176.2% | +133.2% |
| All | +150.7% | +44.0% | +106.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling