+52.6%
GM vs JEPQ
+21.4%
+31.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.9% | +0.7% | +1.3% | +1.4% |
| 30D | -1.4% | +2.0% | -3.3% | -2.8% |
| 3M | +5.9% | +2.0% | +3.9% | +4.7% |
| 6M | +12.4% | +10.4% | +2.0% | +3.3% |
| YTD | +8.6% | +11.6% | -3.0% | -0.8% |
| 1Y | +52.6% | +20.7% | +31.9% | +33.8% |
| All | +52.6% | +21.4% | +31.2% | +33.8% |
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