-7.3%
GFS vs JEPI
+46.1%
-53.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +3.5% |
| 7D | +6.2% | -0.1% | +6.4% | +7.1% |
| 30D | -11.4% | +2.8% | -14.2% | -16.1% |
| 3M | -15.5% | +2.6% | -18.1% | -19.6% |
| 6M | -42.6% | +8.4% | -51.0% | -51.6% |
| YTD | +23.2% | +8.6% | +14.6% | +3.9% |
| 1Y | +23.6% | +10.4% | +13.2% | +0.8% |
| 3Y | -17.2% | +37.1% | -54.3% | -54.9% |
| 5Y | -23.4% | +45.5% | -68.9% | -60.0% |
| All | -7.3% | +46.1% | -53.3% | -51.6% |
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