+90.4%
JEPQ vs GTLB
-3.3%
+93.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +0.5% |
| 7D | +1.4% | +4.6% | -3.1% | +0.9% |
| 30D | +1.3% | +21.0% | -19.7% | -0.9% |
| 3M | +3.8% | +51.7% | -47.9% | -1.2% |
| 6M | +12.2% | +89.3% | -77.1% | +3.4% |
| YTD | +11.6% | +25.6% | -14.1% | +7.5% |
| 1Y | +19.9% | -1.5% | +21.4% | +18.3% |
| 3Y | +71.9% | -9.9% | +81.8% | +66.1% |
| All | +90.4% | -3.3% | +93.7% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling