+570.7%
GS vs JEPI
+95.7%
+475.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.6% |
| 7D | +0.9% | -0.3% | +1.3% | +1.5% |
| 30D | -1.6% | +0.1% | -1.7% | -1.8% |
| 3M | -4.5% | +4.8% | -9.2% | -11.2% |
| 6M | +20.9% | +1.0% | +19.9% | +19.2% |
| YTD | +19.9% | +5.5% | +14.4% | +10.4% |
| 1Y | +41.4% | +9.2% | +32.2% | +23.5% |
| 3Y | +239.2% | +31.2% | +208.0% | +130.7% |
| 5Y | +185.0% | +41.4% | +143.7% | +76.2% |
| All | +570.7% | +95.7% | +475.0% | +114.9% |
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 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