+90.2%
JEPQ vs GDDY
+20.4%
+69.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -0.2% | -3.2% | +3.0% | +0.3% |
| 30D | +0.8% | +6.8% | -6.0% | -0.7% |
| 3M | +4.0% | +30.5% | -26.5% | -3.2% |
| 6M | +10.4% | +13.3% | -2.9% | +5.4% |
| YTD | +11.4% | -21.0% | +32.4% | +17.5% |
| 1Y | +18.9% | -34.0% | +52.9% | +32.4% |
| 3Y | +70.3% | +33.1% | +37.2% | +41.1% |
| All | +90.2% | +20.4% | +69.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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