+101.9%
GLD vs JEPQ
+87.7%
+14.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | -5.5% | +5.7% | -11.2% | -6.7% |
| 30D | -7.0% | -5.9% | -1.1% | -5.7% |
| 3M | -12.4% | -2.5% | -9.9% | -11.8% |
| 6M | -18.0% | +1.3% | -19.3% | -18.2% |
| YTD | -10.5% | +7.8% | -18.3% | -11.7% |
| 1Y | -8.1% | +8.8% | -16.8% | -9.5% |
| 3Y | +97.7% | +62.3% | +35.4% | +81.7% |
| All | +101.9% | +87.7% | +14.1% | +76.8% |
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 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