+64.2%
GH vs JEPI
+93.8%
-29.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.3% |
| 7D | -2.5% | -1.0% | -1.5% | -0.7% |
| 30D | -4.7% | -1.4% | -3.3% | -2.3% |
| 3M | +20.2% | +3.5% | +16.7% | +12.3% |
| 6M | +78.8% | +1.9% | +76.8% | +72.3% |
| YTD | +54.1% | +4.4% | +49.6% | +42.1% |
| 1Y | +177.1% | +7.2% | +169.9% | +142.6% |
| 3Y | +371.6% | +29.8% | +341.9% | +188.0% |
| 5Y | +21.9% | +41.7% | -19.8% | -34.2% |
| All | +64.2% | +93.8% | -29.6% | -46.7% |
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