+93.8%
JEPI vs GME
+1,687.9%
-1,594.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.6% |
| 7D | -1.1% | +4.8% | -6.0% | -1.2% |
| 30D | -1.3% | +5.9% | -7.1% | -1.3% |
| 3M | +3.3% | -10.7% | +14.1% | +3.4% |
| 6M | +1.0% | -19.8% | +20.8% | +1.1% |
| YTD | +4.2% | -0.9% | +5.2% | +4.2% |
| 1Y | +7.9% | -15.7% | +23.6% | +8.0% |
| 3Y | +30.0% | +12.3% | +17.7% | +29.3% |
| 5Y | +40.9% | -60.1% | +101.0% | +40.0% |
| All | +93.8% | +1,687.9% | -1,594.1% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling