-27.1%
GPN vs JEPI
+30.1%
-57.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.7% |
| 7D | -4.6% | -1.0% | -3.6% | -2.7% |
| 30D | -0.3% | -1.4% | +1.2% | +2.7% |
| 3M | +35.4% | +3.5% | +31.9% | +26.8% |
| 6M | +21.7% | +1.9% | +19.7% | +17.7% |
| YTD | +14.9% | +4.4% | +10.4% | +6.0% |
| 1Y | +3.2% | +7.2% | -4.0% | -9.2% |
| 3Y | -27.1% | +29.8% | -56.9% | -56.8% |
| All | -27.1% | +30.1% | -57.2% | -56.8% |
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