+7.2%
GEHC vs JEPI
+37.4%
-30.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.7% |
| 7D | -7.2% | -1.0% | -6.2% | -5.5% |
| 30D | -11.6% | -1.4% | -10.1% | -9.3% |
| 3M | -0.8% | +3.5% | -4.4% | -6.9% |
| 6M | -11.9% | +1.9% | -13.8% | -14.8% |
| YTD | -21.9% | +4.4% | -26.4% | -27.5% |
| 1Y | -17.8% | +7.2% | -25.0% | -26.9% |
| 3Y | -3.5% | +29.8% | -33.3% | -35.3% |
| All | +7.2% | +37.4% | -30.2% | -33.6% |
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