+93.8%
JEPI vs GSK
+54.5%
+39.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.1% | -3.6% | +2.5% | -0.5% |
| 30D | -1.3% | -5.9% | +4.7% | -0.3% |
| 3M | +3.3% | -4.3% | +7.6% | +3.9% |
| 6M | +1.0% | -10.8% | +11.8% | +2.7% |
| YTD | +4.2% | +1.8% | +2.4% | +3.5% |
| 1Y | +7.9% | +23.5% | -15.5% | +3.5% |
| 3Y | +30.0% | +49.5% | -19.5% | +18.8% |
| 5Y | +40.9% | +49.7% | -8.7% | +27.2% |
| All | +93.8% | +54.5% | +39.3% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling