+71.9%
JEPQ vs GGLL
+247.9%
-176.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +1.4% | +1.9% | -0.4% | +1.1% |
| 30D | +1.3% | -9.7% | +11.1% | +2.8% |
| 3M | +3.8% | -18.0% | +21.9% | +6.1% |
| 6M | +12.2% | +15.3% | -3.1% | +6.9% |
| YTD | +11.6% | +2.2% | +9.4% | +8.2% |
| 1Y | +19.9% | +73.1% | -53.2% | +5.1% |
| 3Y | +71.9% | +242.7% | -170.8% | +24.5% |
| All | +71.9% | +247.9% | -176.0% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling