+74.5%
JEPQ vs GLDM
+116.5%
-42.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -5.6% | +4.7% | -10.3% | -6.4% |
| 30D | -11.3% | -0.9% | -10.4% | -11.2% |
| 3M | -6.5% | -4.3% | -2.2% | -5.9% |
| 6M | -3.6% | -13.4% | +9.8% | -1.6% |
| YTD | +2.2% | -5.8% | +8.0% | +2.6% |
| 1Y | +4.8% | +2.1% | +2.7% | +3.7% |
| 3Y | +56.3% | +105.0% | -48.8% | +30.9% |
| All | +74.5% | +116.5% | -42.0% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling