+80.2%
JEPQ vs GD
+69.8%
+10.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +2.6% |
| 7D | -0.2% | -3.0% | +2.8% | +0.6% |
| 30D | -8.2% | +9.3% | -17.5% | -10.4% |
| 3M | -4.1% | -7.2% | +3.1% | -2.2% |
| 6M | -0.8% | +5.5% | -6.3% | -2.7% |
| YTD | +5.5% | +9.5% | -3.9% | +1.9% |
| 1Y | +8.4% | +6.4% | +1.9% | +5.6% |
| 3Y | +60.9% | +59.8% | +1.0% | +33.3% |
| All | +80.2% | +69.8% | +10.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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