-47.0%
GPN vs JEPI
+93.8%
-140.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -1.3% |
| 7D | -4.3% | -1.0% | -3.3% | -2.5% |
| 30D | 0.0% | -1.4% | +1.4% | +2.8% |
| 3M | +35.8% | +3.5% | +32.3% | +27.7% |
| 6M | +22.0% | +1.9% | +20.1% | +18.3% |
| YTD | +15.2% | +4.4% | +10.8% | +6.9% |
| 1Y | +3.5% | +7.2% | -3.7% | -8.1% |
| 3Y | -26.9% | +29.8% | -56.7% | -53.0% |
| 5Y | -44.2% | +41.7% | -85.9% | -68.8% |
| All | -47.0% | +93.8% | -140.8% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling