-3.6%
GLDM vs JEPI
+10.4%
-14.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.9% |
| 7D | -2.0% | -0.1% | -1.8% | -2.0% |
| 30D | -4.4% | +2.2% | -6.6% | -6.5% |
| 3M | -8.8% | +2.0% | -10.8% | -10.7% |
| 6M | -15.9% | +7.7% | -23.6% | -21.5% |
| YTD | -7.7% | +8.0% | -15.7% | -13.2% |
| 1Y | -3.6% | +9.7% | -13.3% | -10.1% |
| All | -3.6% | +10.4% | -14.0% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling