+90.2%
JEPQ vs GFS
-15.6%
+105.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | +1.1% | +4.5% | -3.4% | +0.2% |
| 30D | +1.3% | -8.2% | +9.5% | +2.9% |
| 3M | +4.7% | -38.9% | +43.5% | +14.4% |
| 6M | +10.6% | -2.9% | +13.5% | +8.4% |
| YTD | +11.4% | +31.8% | -20.3% | +1.3% |
| 1Y | +19.4% | +43.1% | -23.7% | +6.1% |
| 3Y | +71.7% | -20.6% | +92.3% | +67.2% |
| All | +90.2% | -15.6% | +105.8% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling