+71.8%
GH vs JEPI
+10.9%
+60.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.3% | -5.6% |
| 7D | -7.7% | +1.5% | -9.1% | -9.2% |
| 30D | -10.0% | +3.6% | -13.5% | -13.8% |
| 3M | +5.5% | +2.3% | +3.2% | +2.5% |
| 6M | +84.9% | +5.6% | +79.3% | +70.2% |
| YTD | +65.0% | +7.5% | +57.6% | +47.7% |
| 1Y | +71.8% | +10.6% | +61.2% | +47.6% |
| All | +71.8% | +10.9% | +60.9% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling