+9.2%
JEPI vs GSK
+31.2%
-22.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | -0.1% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | +0.1% | -2.2% | +2.3% | +0.4% |
| 3M | +4.8% | -1.8% | +6.6% | +4.9% |
| 6M | +1.0% | -10.6% | +11.6% | +2.0% |
| YTD | +5.5% | +4.4% | +1.1% | +5.2% |
| 1Y | +9.2% | +30.4% | -21.2% | +7.8% |
| All | +9.2% | +31.2% | -22.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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