+43.0%
JEPI vs GGLL
+309.0%
-266.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.2% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | -1.3% | -15.4% | +14.1% | -0.1% |
| 3M | +3.3% | -21.9% | +25.2% | +4.8% |
| 6M | +1.0% | +4.5% | -3.5% | -0.7% |
| YTD | +4.2% | -2.4% | +6.6% | +3.0% |
| 1Y | +7.9% | +57.8% | -49.9% | +1.7% |
| 3Y | +30.0% | +227.2% | -197.2% | +10.0% |
| All | +43.0% | +309.0% | -266.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling