+189.7%
GDX vs JEPQ
+94.2%
+95.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +4.0% | +1.4% | +2.5% | +2.8% |
| 30D | +9.5% | +1.3% | +8.1% | +8.4% |
| 3M | +25.1% | +3.8% | +21.3% | +21.7% |
| 6M | -2.9% | +12.2% | -15.1% | -10.4% |
| YTD | +14.7% | +11.6% | +3.2% | +6.5% |
| 1Y | +47.4% | +19.9% | +27.5% | +30.7% |
| 3Y | +259.7% | +71.9% | +187.8% | +143.2% |
| All | +189.7% | +94.2% | +95.5% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling