+138.9%
GLD vs JEPI
+41.6%
+97.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | +0.3% | -0.6% | +0.9% | +0.4% |
| 3M | +0.6% | +4.8% | -4.2% | -0.3% |
| 6M | -15.6% | +2.1% | -17.7% | -16.0% |
| YTD | +0.9% | +4.8% | -4.0% | 0.0% |
| 1Y | +19.4% | +8.4% | +10.9% | +17.8% |
| 3Y | +124.5% | +30.8% | +93.7% | +114.8% |
| 5Y | +138.9% | +41.0% | +98.0% | +126.1% |
| All | +138.9% | +41.6% | +97.3% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling