+363.1%
GLW vs JEPQ
+94.3%
+268.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.3% |
| 7D | +3.8% | +0.7% | +3.1% | +2.9% |
| 30D | -1.3% | +2.0% | -3.3% | -3.7% |
| 3M | -21.8% | +2.0% | -23.8% | -21.8% |
| 6M | +6.9% | +10.4% | -3.5% | -1.5% |
| YTD | +77.2% | +11.6% | +65.6% | +62.0% |
| 1Y | +123.2% | +20.7% | +102.5% | +89.7% |
| 3Y | +400.0% | +70.8% | +329.2% | +208.0% |
| All | +363.1% | +94.3% | +268.8% | +158.4% |
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 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