+16.0%
GS vs JEPI
+9.7%
+6.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.6% |
| 7D | +5.9% | +2.7% | +3.1% | +1.0% |
| 30D | +4.3% | +2.5% | +1.8% | +0.3% |
| 3M | -11.7% | +1.9% | -13.6% | -14.3% |
| 6M | -3.2% | +7.7% | -10.9% | -14.1% |
| YTD | +5.8% | +8.2% | -2.4% | -7.0% |
| 1Y | +16.0% | +10.4% | +5.6% | -1.2% |
| All | +16.0% | +9.7% | +6.3% | -1.2% |
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