+182.7%
GDX vs JEPQ
+92.4%
+90.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.8% |
| 7D | -5.4% | -0.7% | -4.7% | -4.9% |
| 30D | +6.6% | +0.6% | +6.0% | +6.2% |
| 3M | +30.1% | +5.8% | +24.3% | +24.8% |
| 6M | -7.1% | +9.7% | -16.8% | -12.7% |
| YTD | +12.0% | +10.5% | +1.4% | +4.7% |
| 1Y | +41.2% | +18.4% | +22.8% | +26.4% |
| 3Y | +251.0% | +70.3% | +180.7% | +139.1% |
| All | +182.7% | +92.4% | +90.3% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling