+94.9%
JEPI vs GPC
+111.2%
-16.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -0.6% | -0.4% | -0.2% | -0.5% |
| 3M | +4.8% | +39.2% | -34.4% | -2.2% |
| 6M | +2.1% | +18.2% | -16.1% | -1.7% |
| YTD | +4.8% | +12.1% | -7.2% | +1.4% |
| 1Y | +8.4% | -0.7% | +9.1% | +7.6% |
| 3Y | +30.8% | -1.7% | +32.5% | +27.2% |
| 5Y | +41.0% | +29.3% | +11.7% | +28.8% |
| All | +94.9% | +111.2% | -16.3% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling