-21.6%
GIS vs JEPI
+93.4%
-115.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -8.6% | -1.1% | -7.5% | -8.0% |
| 30D | -0.5% | -1.3% | +0.8% | +0.3% |
| 3M | +11.9% | +3.3% | +8.5% | +9.7% |
| 6M | -11.6% | +1.0% | -12.6% | -12.1% |
| YTD | -16.3% | +4.2% | -20.6% | -18.4% |
| 1Y | -21.8% | +7.9% | -29.7% | -25.3% |
| 3Y | -35.7% | +30.0% | -65.7% | -45.9% |
| 5Y | -22.9% | +40.9% | -63.8% | -39.2% |
| All | -21.6% | +93.4% | -115.0% | -55.9% |
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