+285.7%
GDXJ vs JEPQ
+70.7%
+215.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.3% |
| 7D | -2.8% | -0.2% | -2.7% | -2.6% |
| 30D | +5.0% | +0.8% | +4.2% | +4.3% |
| 3M | +24.1% | +4.0% | +20.1% | +19.9% |
| 6M | -7.4% | +10.4% | -17.7% | -14.4% |
| YTD | +10.2% | +11.4% | -1.2% | +1.4% |
| 1Y | +42.5% | +18.9% | +23.6% | +25.6% |
| 3Y | +285.7% | +70.3% | +215.4% | +170.8% |
| All | +285.7% | +70.7% | +215.0% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling