+147.3%
GILD vs JEPI
+93.8%
+53.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.0% |
| 30D | +5.8% | -1.4% | +7.2% | +7.1% |
| 3M | +14.9% | +3.5% | +11.4% | +11.5% |
| 6M | -0.4% | +1.9% | -2.3% | -1.9% |
| YTD | +18.5% | +4.4% | +14.1% | +14.4% |
| 1Y | +25.1% | +7.2% | +17.9% | +18.2% |
| 3Y | +105.9% | +29.8% | +76.1% | +64.6% |
| 5Y | +143.0% | +41.7% | +101.3% | +79.5% |
| All | +147.3% | +93.8% | +53.5% | +34.7% |
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 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