+119.6%
GLW vs JEPQ
+18.0%
+101.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -0.8% |
| 7D | +11.7% | -0.7% | +12.4% | +13.9% |
| 30D | +2.7% | +0.6% | +2.1% | +1.3% |
| 3M | -2.8% | +5.8% | -8.6% | -12.8% |
| 6M | +20.2% | +9.7% | +10.5% | +2.1% |
| YTD | +87.3% | +10.5% | +76.7% | +57.5% |
| 1Y | +119.6% | +18.4% | +101.2% | +62.4% |
| All | +119.6% | +18.0% | +101.6% | +62.4% |
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