+243.2%
GLW vs JEPQ
+85.8%
+157.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -2.9% |
| 7D | +7.7% | +3.4% | +4.3% | +3.3% |
| 30D | -18.8% | -5.6% | -13.2% | -11.2% |
| 3M | -27.7% | -4.2% | -23.6% | -22.0% |
| 6M | -44.4% | -0.2% | -44.3% | -41.5% |
| YTD | +31.3% | +6.7% | +24.6% | +29.7% |
| 1Y | +40.0% | +9.5% | +30.6% | +35.1% |
| 3Y | +339.2% | +60.5% | +278.7% | +197.4% |
| All | +243.2% | +85.8% | +157.4% | +107.0% |
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