+90.2%
JEPQ vs GTLB
-3.6%
+93.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.2% | -5.7% | +5.5% | +0.5% |
| 30D | +0.8% | +15.1% | -14.4% | -0.9% |
| 3M | +4.0% | +65.5% | -61.5% | -2.1% |
| 6M | +10.4% | +102.9% | -92.5% | +0.9% |
| YTD | +11.4% | +25.2% | -13.8% | +7.4% |
| 1Y | +18.9% | -5.5% | +24.4% | +18.0% |
| 3Y | +70.3% | -10.9% | +81.2% | +64.7% |
| All | +90.2% | -3.6% | +93.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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