+129.4%
GLD vs JEPQ
+94.0%
+35.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | +1.1% | -0.9% | -0.1% |
| 30D | +0.2% | +1.3% | -1.1% | -0.1% |
| 3M | +3.2% | +4.7% | -1.5% | +2.2% |
| 6M | -14.6% | +10.6% | -25.3% | -16.4% |
| YTD | +1.8% | +11.4% | -9.7% | -0.4% |
| 1Y | +20.7% | +19.4% | +1.3% | +16.9% |
| 3Y | +126.5% | +71.7% | +54.8% | +105.7% |
| All | +129.4% | +94.0% | +35.4% | +99.5% |
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 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