+9.2%
JEPI vs GDDY
-29.3%
+38.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.3% |
| 7D | -0.3% | +3.7% | -4.0% | -0.4% |
| 30D | +0.1% | +10.4% | -10.3% | -0.1% |
| 3M | +4.8% | +19.4% | -14.7% | +3.9% |
| 6M | +1.0% | +14.3% | -13.3% | +0.3% |
| YTD | +5.5% | -18.4% | +23.8% | +7.9% |
| 1Y | +9.2% | -30.1% | +39.3% | +12.6% |
| All | +9.2% | -29.3% | +38.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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