+8.4%
JEPQ vs GIS
-17.8%
+26.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +1.8% |
| 7D | -4.9% | +8.5% | -13.4% | -3.6% |
| 30D | -6.7% | +15.3% | -22.0% | -4.4% |
| 3M | -3.0% | +0.9% | -4.0% | -2.4% |
| 6M | +1.4% | +7.9% | -6.6% | +3.5% |
| YTD | +6.5% | -17.6% | +24.0% | +3.4% |
| 1Y | +8.4% | -17.4% | +25.8% | +5.5% |
| All | +8.4% | -17.8% | +26.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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