+90.2%
JEPQ vs GIS
-36.8%
+127.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.2% |
| 7D | +1.1% | -8.6% | +9.7% | +0.7% |
| 30D | +1.3% | -0.5% | +1.8% | +1.3% |
| 3M | +4.7% | +11.9% | -7.2% | +5.1% |
| 6M | +10.6% | -11.6% | +22.2% | +10.6% |
| YTD | +11.4% | -16.3% | +27.8% | +11.3% |
| 1Y | +19.4% | -21.8% | +41.2% | +19.4% |
| 3Y | +71.7% | -35.7% | +107.3% | +71.1% |
| All | +90.2% | -36.8% | +127.0% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling