+118.2%
GM vs JEPQ
+92.4%
+25.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.6% |
| 7D | -1.1% | -0.7% | -0.4% | -0.4% |
| 30D | -3.4% | +0.6% | -4.0% | -4.0% |
| 3M | +8.7% | +5.8% | +2.9% | +2.2% |
| 6M | +15.4% | +9.7% | +5.8% | +4.7% |
| YTD | +6.6% | +10.5% | -3.9% | -4.1% |
| 1Y | +51.5% | +18.4% | +33.1% | +26.6% |
| 3Y | +169.3% | +70.3% | +99.0% | +43.5% |
| All | +118.2% | +92.4% | +25.8% | +3.2% |
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