-38.3%
GRAB vs JEPI
+7.1%
-45.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.8% | +8.4% |
| 7D | +26.1% | -2.7% | +28.7% | +30.4% |
| 30D | +13.4% | -0.3% | +13.6% | +12.2% |
| 3M | -7.0% | -1.3% | -5.6% | -6.0% |
| 6M | -5.4% | +2.5% | -7.9% | -9.9% |
| YTD | -30.3% | +4.0% | -34.2% | -36.4% |
| 1Y | -38.3% | +6.8% | -45.1% | -47.4% |
| All | -38.3% | +7.1% | -45.4% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling