+103.6%
JEPQ vs GGLL
+313.5%
-209.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -0.7% | -5.8% | +5.1% | +0.3% |
| 30D | +0.6% | -7.2% | +7.8% | +1.7% |
| 3M | +5.8% | -17.5% | +23.3% | +8.2% |
| 6M | +9.7% | +5.1% | +4.6% | +5.8% |
| YTD | +10.5% | -1.3% | +11.9% | +7.6% |
| 1Y | +18.4% | +60.2% | -41.8% | +4.0% |
| 3Y | +70.3% | +230.8% | -160.5% | +20.4% |
| All | +103.6% | +313.5% | -209.9% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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