+88.7%
JEPQ vs GPN
-28.1%
+116.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -0.7% | -3.5% | +2.9% | +0.1% |
| 30D | +0.6% | +3.1% | -2.6% | -0.3% |
| 3M | +5.8% | +42.3% | -36.5% | -3.0% |
| 6M | +9.7% | +20.9% | -11.2% | +4.0% |
| YTD | +10.5% | +15.2% | -4.7% | +5.5% |
| 1Y | +18.4% | +5.4% | +13.0% | +15.2% |
| 3Y | +70.3% | -27.4% | +97.7% | +79.0% |
| All | +88.7% | -28.1% | +116.8% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling