+198.2%
GS vs JEPQ
+78.0%
+120.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -1.6% |
| 7D | -3.2% | -5.6% | +2.4% | +2.8% |
| 30D | -2.4% | -11.3% | +8.9% | +10.6% |
| 3M | -15.7% | -6.5% | -9.2% | -9.6% |
| 6M | -6.8% | -3.6% | -3.2% | -2.9% |
| YTD | -0.1% | +2.2% | -2.3% | -1.7% |
| 1Y | +12.1% | +4.8% | +7.3% | +7.6% |
| 3Y | +185.8% | +56.3% | +129.5% | +92.2% |
| All | +198.2% | +78.0% | +120.2% | +80.9% |
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