+82.2%
JEPQ vs GLDM
+106.5%
-24.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +3.4% | -4.6% | +8.0% | +4.2% |
| 30D | -5.6% | -5.5% | -0.1% | -4.7% |
| 3M | -4.2% | -10.9% | +6.7% | -2.4% |
| 6M | -0.2% | -17.3% | +17.2% | +2.7% |
| YTD | +6.7% | -10.2% | +16.9% | +7.9% |
| 1Y | +9.5% | -6.9% | +16.4% | +10.0% |
| 3Y | +60.5% | +98.7% | -38.1% | +34.9% |
| All | +82.2% | +106.5% | -24.3% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling