+124.5%
GLD vs JEPQ
+71.9%
+52.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +0.3% | +1.3% | -1.0% | 0.0% |
| 3M | +0.6% | +3.8% | -3.2% | -0.3% |
| 6M | -15.6% | +12.2% | -27.8% | -17.5% |
| YTD | +0.9% | +11.6% | -10.7% | -1.4% |
| 1Y | +19.4% | +19.9% | -0.5% | +15.9% |
| 3Y | +124.5% | +71.9% | +52.6% | +115.5% |
| All | +124.5% | +71.9% | +52.5% | +115.5% |
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