+90.2%
JEPQ vs GH
+198.7%
-108.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | +1.3% | -2.6% | +4.0% | +1.5% |
| 3M | +4.7% | +25.1% | -20.4% | +2.2% |
| 6M | +10.6% | +78.5% | -67.9% | +3.8% |
| YTD | +11.4% | +59.4% | -47.9% | +5.6% |
| 1Y | +19.4% | +173.9% | -154.4% | +6.5% |
| 3Y | +71.7% | +382.7% | -311.0% | +40.3% |
| All | +90.2% | +198.7% | -108.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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