+7.7%
GEHC vs JEPI
+36.5%
-28.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.6% |
| 7D | -7.9% | -2.0% | -5.8% | -4.5% |
| 30D | -11.7% | -2.0% | -9.7% | -8.5% |
| 3M | +0.8% | +3.8% | -3.0% | -5.8% |
| 6M | -11.6% | +0.8% | -12.4% | -12.8% |
| YTD | -21.6% | +3.7% | -25.3% | -26.2% |
| 1Y | -15.3% | +7.1% | -22.4% | -24.5% |
| 3Y | -0.5% | +29.4% | -29.9% | -32.8% |
| All | +7.7% | +36.5% | -28.8% | -32.5% |
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