+220.4%
GDXJ vs JEPI
+41.5%
+178.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.2% |
| 7D | -2.8% | -1.0% | -1.8% | -1.6% |
| 30D | +5.0% | -1.4% | +6.4% | +6.8% |
| 3M | +24.1% | +3.5% | +20.5% | +19.3% |
| 6M | -7.4% | +1.9% | -9.3% | -8.9% |
| YTD | +10.2% | +4.4% | +5.8% | +5.9% |
| 1Y | +42.5% | +7.2% | +35.3% | +33.2% |
| 3Y | +285.7% | +29.8% | +255.9% | +189.5% |
| All | +220.4% | +41.5% | +178.9% | +121.5% |
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