+90.2%
JEPQ vs GFS
-13.8%
+104.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.4% |
| 7D | -0.2% | +3.8% | -4.0% | -0.9% |
| 30D | +0.8% | -11.7% | +12.5% | +3.2% |
| 3M | +4.0% | -41.8% | +45.7% | +14.8% |
| 6M | +10.4% | +6.6% | +3.7% | +6.2% |
| YTD | +11.4% | +34.6% | -23.2% | +0.9% |
| 1Y | +18.9% | +46.2% | -27.2% | +5.2% |
| 3Y | +70.3% | -20.3% | +90.6% | +65.8% |
| All | +90.2% | -13.8% | +104.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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