+112.1%
GLD vs JEPI
+43.9%
+68.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | -4.0% | +2.2% | -6.1% | -4.5% |
| 3M | -8.2% | +1.9% | -10.2% | -8.7% |
| 6M | -14.8% | +7.1% | -22.0% | -16.1% |
| YTD | -6.8% | +7.6% | -14.4% | -8.2% |
| 1Y | -2.4% | +10.1% | -12.5% | -4.2% |
| 3Y | +105.8% | +35.8% | +70.0% | +94.6% |
| All | +112.1% | +43.9% | +68.2% | +99.7% |
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