+8.8%
JEPQ vs GGLL
-15.1%
+23.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.7% |
| 7D | +5.7% | +11.5% | -5.8% | +4.4% |
| 30D | -5.9% | -31.2% | +25.3% | -2.6% |
| 3M | -2.5% | -28.7% | +26.2% | +0.4% |
| 6M | +1.3% | -47.2% | +48.4% | +7.3% |
| YTD | +7.8% | -24.3% | +32.1% | +6.2% |
| 1Y | +8.8% | -12.0% | +20.7% | +4.6% |
| All | +8.8% | -15.1% | +23.8% | +4.6% |
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