+88.7%
JEPQ vs GPC
+16.0%
+72.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.4% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | +5.8% | +37.4% | -31.6% | -0.5% |
| 6M | +9.7% | +25.4% | -15.8% | +4.7% |
| YTD | +10.5% | +12.2% | -1.6% | +7.1% |
| 1Y | +18.4% | -0.3% | +18.7% | +17.6% |
| 3Y | +70.3% | -1.6% | +71.9% | +65.2% |
| All | +88.7% | +16.0% | +72.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling