+102.2%
GLD vs JEPQ
+85.8%
+16.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -4.6% | +3.4% | -8.0% | -5.3% |
| 30D | -5.5% | -5.6% | +0.1% | -4.2% |
| 3M | -10.9% | -4.2% | -6.7% | -10.0% |
| 6M | -17.4% | -0.2% | -17.3% | -17.4% |
| YTD | -10.3% | +6.7% | -17.0% | -11.4% |
| 1Y | -7.2% | +9.5% | -16.6% | -8.6% |
| 3Y | +96.9% | +60.5% | +36.4% | +81.4% |
| All | +102.2% | +85.8% | +16.4% | +77.5% |
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 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