-37.6%
GIS vs JEPI
+30.1%
-67.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -6.4% | -1.0% | -5.4% | -5.9% |
| 30D | -6.1% | -1.4% | -4.7% | -5.4% |
| 3M | +7.8% | +3.5% | +4.3% | +6.2% |
| 6M | -8.8% | +1.9% | -10.7% | -9.5% |
| YTD | -19.1% | +4.4% | -23.6% | -20.6% |
| 1Y | -24.8% | +7.2% | -32.0% | -27.0% |
| 3Y | -37.6% | +29.8% | -67.3% | -43.4% |
| All | -37.6% | +30.1% | -67.6% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling