+93.8%
JEPI vs GRMN
+271.3%
-177.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -1.3% | -13.1% | +11.8% | +1.3% |
| 3M | +3.3% | +14.9% | -11.6% | +0.1% |
| 6M | +1.0% | +13.1% | -12.1% | -2.0% |
| YTD | +4.2% | +35.3% | -31.1% | -2.8% |
| 1Y | +7.9% | +16.0% | -8.1% | +3.6% |
| 3Y | +30.0% | +179.6% | -149.6% | -1.1% |
| 5Y | +40.9% | +75.0% | -34.1% | +16.6% |
| All | +93.8% | +271.3% | -177.5% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling