+90.4%
JEPQ vs GD
+66.4%
+24.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | +1.4% | -3.5% | +4.9% | +2.4% |
| 30D | +1.3% | -9.0% | +10.4% | +4.0% |
| 3M | +3.8% | +5.1% | -1.2% | +2.1% |
| 6M | +12.2% | -1.0% | +13.2% | +12.2% |
| YTD | +11.6% | +7.3% | +4.2% | +8.3% |
| 1Y | +19.9% | +12.4% | +7.4% | +14.5% |
| 3Y | +71.9% | +73.7% | -1.8% | +36.6% |
| All | +90.4% | +66.4% | +24.0% | +57.9% |
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