+133.6%
GLDM vs JEPI
+94.2%
+39.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | -2.0% | +6.6% | +5.1% |
| 30D | -0.9% | 0.0% | -0.8% | -0.9% |
| 3M | -4.3% | -0.8% | -3.5% | -4.1% |
| 6M | -13.4% | +3.2% | -16.6% | -14.0% |
| YTD | -5.8% | +4.7% | -10.5% | -6.7% |
| 1Y | +2.1% | +8.0% | -5.9% | +0.6% |
| 3Y | +105.0% | +32.3% | +72.7% | +94.1% |
| 5Y | +122.5% | +40.5% | +82.0% | +107.8% |
| All | +133.6% | +94.2% | +39.4% | +103.2% |
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