+142.5%
GLDM vs JEPI
+41.6%
+100.9%
-26.3%
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% | +0.5% |
| 3M | +0.7% | +4.8% | -4.1% | -0.2% |
| 6M | -15.4% | +2.1% | -17.5% | -15.8% |
| YTD | +1.0% | +4.8% | -3.8% | +0.2% |
| 1Y | +19.7% | +8.4% | +11.3% | +18.2% |
| 3Y | +126.5% | +30.8% | +95.7% | +117.2% |
| 5Y | +142.5% | +41.0% | +101.5% | +130.0% |
| All | +142.5% | +41.6% | +100.9% | +130.0% |
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