+40.8%
JEPI vs GPC
+29.3%
+11.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.0% | -1.8% | -0.3% | -1.7% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | +3.8% | +37.4% | -33.6% | -3.2% |
| 6M | +0.8% | +25.4% | -24.6% | -4.3% |
| YTD | +3.7% | +12.2% | -8.5% | +0.1% |
| 1Y | +7.1% | -0.3% | +7.4% | +6.2% |
| 3Y | +29.4% | -1.6% | +31.0% | +25.5% |
| 5Y | +40.8% | +31.0% | +9.8% | +20.1% |
| All | +40.8% | +29.3% | +11.4% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling