+72.1%
JEPQ vs GLDM
+130.1%
-58.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +2.0% | +4.4% | -2.4% | +1.4% |
| 3M | +2.0% | -1.1% | +3.1% | +1.9% |
| 6M | +10.4% | -13.7% | +24.1% | +11.6% |
| YTD | +11.6% | +2.8% | +8.8% | +11.1% |
| 1Y | +20.7% | +24.8% | -4.1% | +17.9% |
| All | +72.1% | +130.1% | -58.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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