+94.2%
JEPI vs GME
+1,801.1%
-1,707.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.7% |
| 7D | -1.0% | +10.4% | -11.4% | -1.1% |
| 30D | -1.4% | +14.1% | -15.5% | -1.5% |
| 3M | +3.5% | -4.6% | +8.2% | +3.6% |
| 6M | +1.9% | -13.5% | +15.5% | +2.0% |
| YTD | +4.4% | +5.3% | -0.9% | +4.4% |
| 1Y | +7.2% | -14.9% | +22.1% | +7.2% |
| 3Y | +29.8% | +24.3% | +5.5% | +28.9% |
| 5Y | +41.7% | -55.6% | +97.3% | +40.8% |
| All | +94.2% | +1,801.1% | -1,707.0% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling