+82.2%
JEPQ vs GD
+70.5%
+11.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +3.4% | +2.7% | +0.7% | +2.7% |
| 30D | -5.6% | +8.6% | -14.2% | -7.7% |
| 3M | -4.2% | -7.1% | +2.9% | -2.3% |
| 6M | -0.2% | +7.5% | -7.6% | -2.6% |
| YTD | +6.7% | +9.9% | -3.2% | +2.9% |
| 1Y | +9.5% | +7.6% | +1.9% | +6.3% |
| 3Y | +60.5% | +56.2% | +4.3% | +34.3% |
| All | +82.2% | +70.5% | +11.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling