+30.8%
JEPI vs GGLL
+247.9%
-217.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.2% | +1.9% | -2.1% | -0.4% |
| 30D | -0.6% | -9.7% | +9.2% | +0.1% |
| 3M | +4.8% | -18.0% | +22.8% | +5.8% |
| 6M | +2.1% | +15.3% | -13.2% | -0.2% |
| YTD | +4.8% | +2.2% | +2.6% | +3.3% |
| 1Y | +8.4% | +73.1% | -64.6% | +1.9% |
| 3Y | +30.8% | +242.7% | -211.9% | +11.1% |
| All | +30.8% | +247.9% | -217.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling