+118.7%
GLD vs JEPI
+101.0%
+17.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -5.5% | +2.9% | -8.4% | -6.2% |
| 30D | -7.0% | +2.6% | -9.6% | -7.6% |
| 3M | -12.4% | +2.2% | -14.6% | -12.8% |
| 6M | -18.0% | +7.6% | -25.6% | -19.4% |
| YTD | -10.5% | +8.3% | -18.8% | -12.0% |
| 1Y | -8.1% | +9.7% | -17.8% | -9.9% |
| 3Y | +97.7% | +36.7% | +61.0% | +85.2% |
| 5Y | +103.4% | +44.4% | +59.0% | +88.3% |
| All | +118.7% | +101.0% | +17.8% | +87.5% |
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