+20.7%
JEPQ vs GPN
+8.1%
+12.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +2.0% | +5.8% | -3.8% | +1.5% |
| 3M | +2.0% | +37.0% | -35.0% | -1.3% |
| 6M | +10.4% | +20.1% | -9.7% | +7.8% |
| YTD | +11.6% | +20.4% | -8.8% | +9.2% |
| 1Y | +20.7% | +7.4% | +13.3% | +19.3% |
| All | +20.7% | +8.1% | +12.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling