-24.2%
GIS vs JEPI
+93.8%
-118.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -6.4% | -1.0% | -5.4% | -5.8% |
| 30D | -6.1% | -1.4% | -4.7% | -5.3% |
| 3M | +7.8% | +3.5% | +4.3% | +5.7% |
| 6M | -8.8% | +1.9% | -10.7% | -9.8% |
| YTD | -19.1% | +4.4% | -23.6% | -21.2% |
| 1Y | -24.8% | +7.2% | -32.0% | -27.9% |
| 3Y | -37.6% | +29.8% | -67.3% | -47.4% |
| 5Y | -25.4% | +41.7% | -67.1% | -41.5% |
| All | -24.2% | +93.8% | -118.0% | -57.4% |
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