-7.3%
GLD vs JEPQ
+9.1%
-16.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.7% |
| 7D | -5.5% | +5.7% | -11.2% | -8.4% |
| 30D | -7.0% | -5.9% | -1.1% | -3.4% |
| 3M | -12.4% | -2.5% | -9.9% | -11.0% |
| 6M | -18.0% | +1.3% | -19.3% | -18.8% |
| YTD | -10.5% | +7.8% | -18.3% | -14.7% |
| All | -7.3% | +9.1% | -16.4% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling