+94.2%
JEPI vs GNRC
+66.2%
+27.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -1.4% | -15.7% | +14.3% | 0.0% |
| 3M | +3.5% | -27.3% | +30.9% | +6.2% |
| 6M | +1.9% | -12.1% | +14.0% | +2.2% |
| YTD | +4.4% | +37.1% | -32.7% | +0.1% |
| 1Y | +7.2% | -0.5% | +7.7% | +5.6% |
| 3Y | +29.8% | +61.5% | -31.8% | +20.2% |
| 5Y | +41.7% | -58.6% | +100.3% | +42.0% |
| All | +94.2% | +66.2% | +27.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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