+67.9%
GH vs JEPI
+94.5%
-26.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -1.7% |
| 30D | -4.5% | -0.6% | -3.9% | -3.5% |
| 3M | +28.9% | +4.8% | +24.1% | +17.8% |
| 6M | +76.5% | +2.1% | +74.4% | +69.7% |
| YTD | +57.6% | +4.8% | +52.8% | +44.4% |
| 1Y | +167.5% | +8.4% | +159.1% | +129.2% |
| 3Y | +377.4% | +30.8% | +346.6% | +187.2% |
| 5Y | +23.8% | +41.0% | -17.1% | -32.8% |
| All | +67.9% | +94.5% | -26.6% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling