+9.7%
JEPQ vs GNRC
-12.6%
+22.2%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | +0.6% | -15.8% | +16.4% | +3.4% |
| 3M | +5.8% | -24.0% | +29.8% | +10.6% |
| 6M | +9.7% | -13.8% | +23.4% | +11.9% |
| All | +9.7% | -12.6% | +22.2% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling