-20.0%
GFS vs JEPI
+35.1%
-55.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +0.4% |
| 7D | -3.1% | +0.3% | -3.5% | -3.7% |
| 30D | -16.0% | +1.4% | -17.5% | -18.4% |
| 3M | -24.7% | +1.3% | -26.0% | -26.6% |
| 6M | -45.1% | +6.3% | -51.5% | -52.4% |
| YTD | +16.5% | +6.8% | +9.7% | +0.3% |
| 1Y | +19.3% | +9.8% | +9.5% | -3.6% |
| 3Y | -20.0% | +36.0% | -56.0% | -63.4% |
| All | -20.0% | +35.1% | -55.1% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling