+219.2%
GS vs JEPQ
+86.5%
+132.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | -0.3% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | +3.7% | -6.6% | +10.2% | +11.3% |
| 3M | -10.0% | -2.6% | -7.4% | -7.5% |
| 6M | -1.0% | +0.5% | -1.5% | -1.3% |
| YTD | +7.0% | +7.1% | -0.1% | +0.2% |
| 1Y | +16.6% | +8.1% | +8.5% | +8.3% |
| 3Y | +204.4% | +61.2% | +143.3% | +97.7% |
| All | +219.2% | +86.5% | +132.7% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling