+90.2%
JEPQ vs GIS
-38.9%
+129.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.2% | -6.4% | +6.2% | -0.4% |
| 30D | +0.8% | -6.1% | +6.9% | +0.5% |
| 3M | +4.0% | +7.8% | -3.9% | +4.2% |
| 6M | +10.4% | -8.8% | +19.2% | +10.4% |
| YTD | +11.4% | -19.1% | +30.6% | +11.2% |
| 1Y | +18.9% | -24.8% | +43.7% | +18.7% |
| 3Y | +70.3% | -37.6% | +107.8% | +69.3% |
| All | +90.2% | -38.9% | +129.1% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling