+478.1%
GLW vs JEPI
+29.8%
+448.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.4% |
| 7D | +16.9% | -1.1% | +18.0% | +18.7% |
| 30D | +7.0% | -1.3% | +8.3% | +8.8% |
| 3M | -3.0% | +3.3% | -6.3% | -8.2% |
| 6M | +31.0% | +1.0% | +30.0% | +28.5% |
| YTD | +93.4% | +4.2% | +89.2% | +82.3% |
| 1Y | +134.7% | +7.9% | +126.8% | +111.3% |
| All | +478.1% | +29.8% | +448.3% | +324.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling