+498.5%
GS vs JEPI
+100.3%
+398.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +0.3% |
| 7D | -0.1% | -0.1% | 0.0% | +0.3% |
| 30D | +3.7% | +2.2% | +1.5% | +0.5% |
| 3M | -10.0% | +2.0% | -12.0% | -12.4% |
| 6M | -1.0% | +7.7% | -8.7% | -11.6% |
| YTD | +7.0% | +8.0% | -1.0% | -4.7% |
| 1Y | +16.6% | +9.7% | +6.9% | +1.4% |
| 3Y | +204.4% | +36.3% | +168.1% | +95.9% |
| 5Y | +160.0% | +44.6% | +115.4% | +55.6% |
| All | +498.5% | +100.3% | +398.2% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling