+131.7%
GLDM vs JEPI
+99.6%
+32.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -3.9% | +2.2% | -6.1% | -4.4% |
| 3M | -8.1% | +1.9% | -10.0% | -8.6% |
| 6M | -14.7% | +7.1% | -21.8% | -16.0% |
| YTD | -6.6% | +7.6% | -14.2% | -8.0% |
| 1Y | -2.1% | +10.1% | -12.1% | -3.9% |
| 3Y | +107.7% | +35.8% | +71.9% | +95.4% |
| 5Y | +116.5% | +44.1% | +72.4% | +101.0% |
| All | +131.7% | +99.6% | +32.1% | +100.3% |
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