+40.6%
GLW vs JEPQ
+8.1%
+32.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.8% | -8.4% |
| 7D | -9.5% | -4.9% | -4.6% | +4.2% |
| 30D | -25.5% | -6.7% | -18.8% | -8.8% |
| 3M | -25.6% | -3.0% | -22.6% | -18.2% |
| 6M | -25.5% | +1.4% | -26.9% | -23.2% |
| YTD | +36.4% | +6.5% | +29.9% | +27.9% |
| 1Y | +40.6% | +8.4% | +32.2% | +28.3% |
| All | +40.6% | +8.1% | +32.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling