+257.0%
GS vs JEPQ
+94.2%
+162.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +1.4% | +1.9% | +1.9% |
| 30D | +0.2% | +1.3% | -1.1% | -1.2% |
| 3M | -0.3% | +3.8% | -4.2% | -4.1% |
| 6M | +27.4% | +12.2% | +15.2% | +13.5% |
| YTD | +19.6% | +11.6% | +8.1% | +7.4% |
| 1Y | +42.5% | +19.9% | +22.6% | +19.0% |
| 3Y | +240.4% | +71.9% | +168.5% | +107.6% |
| All | +257.0% | +94.2% | +162.8% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling