+532.6%
GLW vs JEPI
+100.7%
+431.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.1% |
| 7D | +7.7% | +2.7% | +5.0% | +3.7% |
| 30D | -18.8% | +2.5% | -21.4% | -21.4% |
| 3M | -27.7% | +1.9% | -29.7% | -29.4% |
| 6M | -44.4% | +7.7% | -52.2% | -50.2% |
| YTD | +31.3% | +8.2% | +23.1% | +18.0% |
| 1Y | +40.0% | +10.4% | +29.7% | +22.3% |
| 3Y | +339.2% | +36.5% | +302.7% | +184.0% |
| 5Y | +229.2% | +44.2% | +185.0% | +97.3% |
| All | +532.6% | +100.7% | +431.9% | +97.9% |
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