+42.5%
GS vs JEPI
+8.5%
+34.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.8% |
| 7D | +3.4% | -0.2% | +3.6% | +3.8% |
| 30D | +0.2% | -0.6% | +0.8% | +1.1% |
| 3M | -0.3% | +4.8% | -5.1% | -7.6% |
| 6M | +27.4% | +2.1% | +25.3% | +23.1% |
| YTD | +19.6% | +4.8% | +14.8% | +10.7% |
| 1Y | +42.5% | +8.4% | +34.0% | +26.6% |
| All | +42.5% | +8.5% | +34.0% | +26.6% |
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