+88.7%
JEPQ vs GAP
+91.6%
-3.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.7% | -6.3% | +5.7% | +0.1% |
| 30D | +0.6% | -0.2% | +0.8% | +0.4% |
| 3M | +5.8% | 0.0% | +5.8% | +5.5% |
| 6M | +9.7% | -8.1% | +17.8% | +9.9% |
| YTD | +10.5% | -16.5% | +27.0% | +11.8% |
| 1Y | +18.4% | -10.5% | +28.9% | +18.3% |
| 3Y | +70.3% | +104.0% | -33.7% | +45.8% |
| All | +88.7% | +91.6% | -3.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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