+564.3%
GS vs JEPI
+93.4%
+470.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | +0.2% |
| 7D | +2.4% | -1.1% | +3.6% | +4.3% |
| 30D | -0.1% | -1.3% | +1.2% | +2.0% |
| 3M | +0.2% | +3.3% | -3.2% | -4.9% |
| 6M | +24.8% | +1.0% | +23.8% | +23.0% |
| YTD | +18.8% | +4.2% | +14.5% | +11.4% |
| 1Y | +37.3% | +7.9% | +29.4% | +22.2% |
| 3Y | +237.9% | +30.0% | +207.9% | +133.1% |
| 5Y | +187.0% | +40.9% | +146.1% | +78.5% |
| All | +564.3% | +93.4% | +470.9% | +116.9% |
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