+197.3%
GDX vs JEPI
+94.5%
+102.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.2% |
| 7D | +4.0% | -0.2% | +4.2% | +4.2% |
| 30D | +9.5% | -0.6% | +10.1% | +10.2% |
| 3M | +25.1% | +4.8% | +20.3% | +19.5% |
| 6M | -2.9% | +2.1% | -5.0% | -4.6% |
| YTD | +14.7% | +4.8% | +9.9% | +10.1% |
| 1Y | +47.4% | +8.4% | +39.0% | +37.1% |
| 3Y | +259.7% | +30.8% | +228.9% | +176.4% |
| 5Y | +227.7% | +41.0% | +186.7% | +134.0% |
| All | +197.3% | +94.5% | +102.8% | +40.9% |
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