+90.5%
JEPQ vs GD
+67.7%
+22.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +0.7% | -5.3% | +5.9% | +2.2% |
| 30D | +2.0% | -6.4% | +8.4% | +3.8% |
| 3M | +2.0% | +5.7% | -3.7% | 0.0% |
| 6M | +10.4% | -0.9% | +11.3% | +10.4% |
| YTD | +11.6% | +8.2% | +3.4% | +8.1% |
| 1Y | +20.7% | +13.4% | +7.3% | +15.0% |
| 3Y | +70.8% | +68.5% | +2.3% | +38.0% |
| All | +90.5% | +67.7% | +22.8% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling