-2.7%
GFS vs JEPI
+41.0%
-43.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +1.0% |
| 7D | +2.6% | -0.2% | +2.9% | +3.1% |
| 30D | -16.4% | -0.6% | -15.8% | -15.4% |
| 3M | -41.6% | +4.8% | -46.4% | -47.4% |
| 6M | -3.7% | +2.1% | -5.8% | -7.9% |
| YTD | +29.3% | +4.8% | +24.5% | +16.9% |
| 1Y | +37.1% | +8.4% | +28.7% | +15.9% |
| 3Y | -22.1% | +30.8% | -52.9% | -53.4% |
| All | -2.7% | +41.0% | -43.7% | -45.6% |
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 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