+185.9%
GDX vs JEPQ
+94.0%
+91.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -2.2% | -0.2% | -2.0% | -2.0% |
| 30D | +6.8% | +0.8% | +6.0% | +6.2% |
| 3M | +24.9% | +4.0% | +21.0% | +21.3% |
| 6M | -4.2% | +10.4% | -14.6% | -10.5% |
| YTD | +13.2% | +11.4% | +1.8% | +5.2% |
| 1Y | +40.2% | +18.9% | +21.3% | +25.0% |
| 3Y | +249.6% | +70.3% | +179.3% | +138.1% |
| All | +185.9% | +94.0% | +91.9% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 10y: compounded portfolio wealth divided by compounded JEPQ 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…
10y analysis · Full analysis span regression · 6 months rolling