+29.8%
JEPI vs GTLB
-10.9%
+40.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -1.0% | -5.7% | +4.7% | -0.7% |
| 30D | -1.4% | +15.1% | -16.6% | -2.2% |
| 3M | +3.5% | +65.5% | -61.9% | +0.5% |
| 6M | +1.9% | +102.9% | -101.0% | -2.6% |
| YTD | +4.4% | +25.2% | -20.8% | +2.9% |
| 1Y | +7.2% | -5.5% | +12.7% | +7.5% |
| 3Y | +29.8% | -10.9% | +40.7% | +28.0% |
| All | +29.8% | -10.9% | +40.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling