+490.0%
GS vs JEPI
+101.0%
+389.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | +5.1% | +2.9% | +2.2% | +0.5% |
| 30D | +2.4% | +2.6% | -0.1% | -1.3% |
| 3M | -11.5% | +2.2% | -13.7% | -14.2% |
| 6M | -2.5% | +7.6% | -10.1% | -12.8% |
| YTD | +5.5% | +8.3% | -2.8% | -6.5% |
| 1Y | +11.0% | +9.7% | +1.3% | -3.4% |
| 3Y | +200.1% | +36.7% | +163.4% | +92.2% |
| 5Y | +154.7% | +44.4% | +110.3% | +52.7% |
| All | +490.0% | +101.0% | +389.0% | +82.0% |
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