+12.0%
GEHC vs JEPI
+38.0%
-26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.0% |
| 7D | -5.2% | -0.2% | -4.9% | -4.8% |
| 30D | -7.0% | -0.6% | -6.4% | -6.0% |
| 3M | +3.3% | +4.8% | -1.5% | -5.0% |
| 6M | -10.0% | +2.1% | -12.1% | -13.2% |
| YTD | -18.5% | +4.8% | -23.3% | -24.8% |
| 1Y | -14.4% | +8.4% | -22.8% | -25.4% |
| 3Y | +3.4% | +30.8% | -27.4% | -31.5% |
| All | +12.0% | +38.0% | -26.0% | -31.1% |
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