+150.7%
GLD vs JEPI
+95.7%
+55.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -1.1% | +4.8% | -5.9% | -2.1% |
| 6M | -13.8% | +1.0% | -14.8% | -14.1% |
| YTD | +2.6% | +5.5% | -2.8% | +1.5% |
| 1Y | +24.5% | +9.2% | +15.3% | +22.4% |
| 3Y | +125.8% | +31.2% | +94.7% | +113.6% |
| 5Y | +137.8% | +41.4% | +96.4% | +121.6% |
| All | +150.7% | +95.7% | +55.0% | +116.4% |
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