+10.6%
JEPI vs GRMN
+40.7%
-30.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.1% |
| 7D | +1.5% | +6.1% | -4.6% | +0.9% |
| 30D | +3.6% | +1.3% | +2.3% | +3.4% |
| 3M | +2.3% | -5.6% | +7.9% | +2.7% |
| 6M | +5.6% | +22.2% | -16.5% | +2.9% |
| YTD | +7.5% | +44.3% | -36.8% | +1.4% |
| 1Y | +10.6% | +43.1% | -32.5% | +4.7% |
| All | +10.6% | +40.7% | -30.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling