+90.2%
JEPQ vs GNRC
-23.5%
+113.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +0.8% | -15.7% | +16.5% | +3.5% |
| 3M | +4.0% | -27.3% | +31.3% | +8.9% |
| 6M | +10.4% | -12.1% | +22.4% | +11.6% |
| YTD | +11.4% | +37.1% | -25.7% | +4.2% |
| 1Y | +18.9% | -0.5% | +19.4% | +16.6% |
| 3Y | +70.3% | +61.5% | +8.8% | +49.9% |
| All | +90.2% | -23.5% | +113.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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