+154.9%
GLDM vs JEPI
+95.7%
+59.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -1.1% | +4.8% | -5.8% | -2.0% |
| 6M | -13.7% | +1.0% | -14.7% | -13.9% |
| YTD | +2.8% | +5.5% | -2.7% | +1.7% |
| 1Y | +24.8% | +9.2% | +15.6% | +22.8% |
| 3Y | +127.8% | +31.2% | +96.6% | +116.0% |
| 5Y | +141.1% | +41.4% | +99.8% | +125.4% |
| All | +154.9% | +95.7% | +59.1% | +121.4% |
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