+215.7%
GS vs JEPQ
+85.8%
+129.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +1.4% |
| 7D | +5.9% | +3.4% | +2.5% | +2.2% |
| 30D | +4.3% | -5.6% | +9.9% | +10.8% |
| 3M | -11.7% | -4.2% | -7.5% | -7.6% |
| 6M | -3.2% | -0.2% | -3.0% | -2.7% |
| YTD | +5.8% | +6.7% | -0.9% | -0.5% |
| 1Y | +16.0% | +9.5% | +6.6% | +6.4% |
| 3Y | +199.8% | +60.5% | +139.2% | +95.5% |
| All | +215.7% | +85.8% | +129.9% | +83.2% |
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 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