If it is in the Bible, Jesus said it. Why? John 1:1-5: "In the beginning was the Word, and the Word was with God, and the Word was God. He was with God in the beginning. Through him all things were made; without him nothing was made that has been made. In him was life, and that life was the light of all mankind. The light shines in the darkness, and the darkness has not overcome it." Bible scholars will tell you that John, above, is talking about Jesus as the Word. The Word is the whole Bible. - Further, when the Old Testament says, "the angel of the Lord," it is talking about Jesus. Jesus said lots of additional things, that He didn't say in the in the Gospels of the New Testament.

It seems to me more important what Jesus DID say. John 3:7 "Ye must be born again",Luke 13:3 "I Tell you, Nay: but except ye repent, ye shall all likewise perish"

"So, what can we call a set of beliefs founded only upon the sayings of Jesus?" Don't know if you are aware of this, but a set of scriptures (or expurgated New Testament, if you prefer) created using precisely this criterion was compiled by none other than Thomas Jefferson, and I believe it is still available today.