+131.4%
GLD vs JEPQ
+94.3%
+37.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | +4.4% | +2.0% | +2.4% | +3.9% |
| 3M | -1.1% | +2.0% | -3.1% | -1.6% |
| 6M | -13.8% | +10.4% | -24.2% | -15.5% |
| YTD | +2.6% | +11.6% | -9.0% | +0.4% |
| 1Y | +24.5% | +20.7% | +3.8% | +20.4% |
| 3Y | +125.8% | +70.8% | +55.0% | +105.3% |
| All | +131.4% | +94.3% | +37.1% | +101.1% |
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