+19.4%
JEPQ vs GGLL
+64.8%
-45.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.4% |
| 7D | +1.1% | -3.9% | +5.0% | +1.5% |
| 30D | +1.3% | -15.4% | +16.7% | +3.1% |
| 3M | +4.7% | -21.9% | +26.6% | +7.0% |
| 6M | +10.6% | +4.5% | +6.1% | +6.7% |
| YTD | +11.4% | -2.4% | +13.8% | +8.2% |
| 1Y | +19.4% | +57.8% | -38.4% | +9.0% |
| All | +19.4% | +64.8% | -45.4% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling