-7.8%
GFS vs JEPI
+45.6%
-53.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | +0.1% |
| 7D | +17.2% | +2.9% | +14.3% | +10.6% |
| 30D | -8.7% | +2.6% | -11.3% | -13.1% |
| 3M | -19.7% | +2.2% | -21.9% | -23.0% |
| 6M | -40.7% | +7.6% | -48.3% | -49.2% |
| YTD | +22.5% | +8.3% | +14.2% | +4.0% |
| 1Y | +25.2% | +9.7% | +15.5% | +3.4% |
| 3Y | -17.7% | +36.7% | -54.4% | -54.9% |
| 5Y | -23.5% | +44.4% | -67.9% | -59.5% |
| All | -7.8% | +45.6% | -53.4% | -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