+70.3%
JEPQ vs GWRE
+50.1%
+20.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -0.2% | -13.2% | +13.1% | +1.0% |
| 30D | +0.8% | -18.6% | +19.4% | +2.0% |
| 3M | +4.0% | +18.9% | -14.9% | +0.9% |
| 6M | +10.4% | -11.0% | +21.3% | +10.5% |
| YTD | +11.4% | -29.9% | +41.3% | +15.5% |
| 1Y | +18.9% | -44.3% | +63.3% | +28.0% |
| 3Y | +70.3% | +51.7% | +18.6% | +47.4% |
| All | +70.3% | +50.1% | +20.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling