+101.1%
JEPI vs GPC
+94.4%
+6.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +2.5% | -6.3% | +8.8% | +3.7% |
| 3M | +1.9% | -8.2% | +10.1% | +3.5% |
| 6M | +7.7% | +27.1% | -19.4% | +2.2% |
| YTD | +8.2% | +3.1% | +5.0% | +6.2% |
| 1Y | +10.4% | +0.1% | +10.3% | +9.1% |
| 3Y | +36.5% | +0.2% | +36.3% | +31.8% |
| 5Y | +44.2% | +4.9% | +39.3% | +36.4% |
| All | +101.1% | +94.4% | +6.7% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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