+119.1%
GLD vs JEPI
+100.7%
+18.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +2.7% | -7.3% | -5.2% |
| 30D | -5.5% | +2.5% | -8.0% | -6.1% |
| 3M | -10.9% | +1.9% | -12.9% | -11.3% |
| 6M | -17.4% | +7.7% | -25.2% | -18.9% |
| YTD | -10.3% | +8.2% | -18.5% | -11.9% |
| 1Y | -7.2% | +10.4% | -17.6% | -9.1% |
| 3Y | +96.9% | +36.5% | +60.4% | +84.6% |
| 5Y | +103.8% | +44.2% | +59.6% | +88.6% |
| All | +119.1% | +100.7% | +18.4% | +87.9% |
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 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