+478.1%
GLW vs JEPQ
+70.7%
+407.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | +16.9% | +1.1% | +15.8% | +15.0% |
| 30D | +7.0% | +1.3% | +5.7% | +5.0% |
| 3M | -3.0% | +4.7% | -7.7% | -6.8% |
| 6M | +31.0% | +10.6% | +20.4% | +18.9% |
| YTD | +93.4% | +11.4% | +82.0% | +75.1% |
| 1Y | +134.7% | +19.4% | +115.3% | +98.9% |
| All | +478.1% | +70.7% | +407.4% | +288.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling