+485.2%
GS vs JEPI
+98.2%
+387.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +1.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.5% |
| 30D | +1.2% | +1.4% | -0.2% | -0.8% |
| 3M | -12.4% | +1.3% | -13.7% | -13.8% |
| 6M | -2.3% | +6.3% | -8.7% | -11.0% |
| YTD | +4.6% | +6.8% | -2.2% | -5.2% |
| 1Y | +17.5% | +9.8% | +7.7% | +2.1% |
| 3Y | +202.0% | +36.0% | +166.0% | +95.2% |
| 5Y | +152.4% | +43.4% | +109.0% | +53.1% |
| All | +485.2% | +98.2% | +387.0% | +84.5% |
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