Asset Allocation
Find the right asset allocation for Income (ChatGPT) v1.0
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income (ChatGPT) v1.0, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.00% | -0.17% | 8.39% | 8.57% | 24.06% | 18.94% | 12.24% | 13.54% |
Portfolio Income (ChatGPT) v1.0 | 0.36% | 0.08% | 2.80% | 2.91% | 8.63% | — | — | — |
| Portfolio components: | ||||||||
BSIIX BlackRock Strategic Income Opportunities Fund Class I | -0.10% | 1.23% | 2.00% | 2.57% | 6.95% | 6.84% | 3.01% | 3.85% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 0.56% | 1.40% | 1.62% | 9.04% | 9.01% | 7.73% | — |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.61% | 3.22% | 10.52% | 10.65% | 29.09% | 20.83% | — | — |
JPIE JPMorgan Income ETF | 0.00% | 0.57% | 1.54% | 1.70% | 5.71% | 6.52% | — | — |
LSYIX Lord Abbett Short Duration High Yield Fund | 0.10% | 1.08% | 2.45% | 3.31% | 8.26% | 8.65% | 4.68% | — |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -3.45% | -29.31% | -22.84% | -27.46% | -64.25% | — | — | — |
PDI PIMCO Dynamic Income Fund | -0.12% | -0.89% | -0.56% | -0.56% | 1.36% | 10.94% | 2.62% | 7.51% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 0.19% | -0.14% | 3.08% | 2.32% | 12.59% | 14.42% | 6.42% | — |
QYLD Global X NASDAQ 100 Covered Call ETF | 2.43% | 4.04% | 10.20% | 10.75% | 25.53% | 14.59% | 8.95% | 10.07% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 0.26% | 1.12% | 3.39% | 3.55% | 10.49% | 8.40% | 4.24% | 5.77% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 22, 2024, Income (ChatGPT) v1.0's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 79% of months were positive and 21% were negative. The best month was Mar 2024 with a return of +4.2%, while the worst month was Mar 2026 at -2.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Income (ChatGPT) v1.0 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +4.3%, while the worst single day was Apr 4, 2025 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.48% | 0.26% | -2.66% | 3.97% | 0.38% | -0.54% | 2.80% | ||||||
| 2025 | 2.10% | 0.12% | -2.03% | -0.11% | 1.34% | 2.62% | 0.90% | 1.12% | 1.19% | 0.02% | 0.20% | 0.38% | 8.07% |
| 2024 | 1.56% | 4.23% | -2.36% | 2.74% | 0.64% | 1.72% | 1.43% | 2.63% | 0.29% | 3.28% | -1.78% | 15.12% |
Benchmark Metrics
Income (ChatGPT) v1.0 has an annualized alpha of 3.20%, beta of 0.42, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since February 22, 2024.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (46.72%) than losses (38.63%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.42 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.20%
- Beta
- 0.42
- R²
- 0.82
- Upside Capture
- 46.72%
- Downside Capture
- 38.63%
Expense Ratio
Income (ChatGPT) v1.0 has an expense ratio of 0.53%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Income (ChatGPT) v1.0 ranks 25 for risk / return — below 25% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Income (ChatGPT) v1.0 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.51 | 1.94 | -0.43 |
| Sortino ratioReturn per unit of downside risk | 2.19 | 2.65 | -0.45 |
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.66 | -0.58 |
| Martin ratioReturn relative to average drawdown | 9.31 | 11.86 | -2.55 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BSIIX BlackRock Strategic Income Opportunities Fund Class I | 69 | 2.36 | 3.73 | 1.50 | 2.46 | 9.49 |
JEPI JPMorgan Equity Premium Income ETF | 31 | 1.13 | 1.68 | 1.21 | 1.36 | 4.06 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 76 | 2.28 | 3.02 | 1.45 | 3.31 | 15.77 |
JPIE JPMorgan Income ETF | 94 | 3.54 | 5.50 | 1.80 | 5.00 | 24.56 |
LSYIX Lord Abbett Short Duration High Yield Fund | 82 | 2.33 | 4.32 | 1.56 | 2.93 | 14.28 |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 1 | -1.04 | -1.83 | 0.80 | -0.90 | -1.31 |
PDI PIMCO Dynamic Income Fund | 42 | 0.12 | 0.23 | 1.04 | 0.12 | 0.26 |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 49 | 1.77 | 2.53 | 1.33 | 1.95 | 6.47 |
QYLD Global X NASDAQ 100 Covered Call ETF | 91 | 2.70 | 3.84 | 1.60 | 5.16 | 29.06 |
VWINX Vanguard Wellesley Income Fund Investor Shares | 56 | 2.03 | 2.92 | 1.37 | 2.53 | 9.52 |
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Dividends
Dividend yield
Income (ChatGPT) v1.0 provided a 16.21% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 16.21% | 16.96% | 10.97% | 7.41% | 8.23% | 5.06% | 4.47% | 3.08% | 3.20% | 1.79% | 2.22% | 2.63% |
| Portfolio components: | ||||||||||||
BSIIX BlackRock Strategic Income Opportunities Fund Class I | 5.15% | 5.07% | 4.75% | 3.33% | 3.58% | 2.98% | 2.92% | 3.54% | 3.32% | 3.45% | 2.91% | 3.19% |
JEPI JPMorgan Equity Premium Income ETF | 8.17% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.98% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPIE JPMorgan Income ETF | 5.61% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LSYIX Lord Abbett Short Duration High Yield Fund | 8.06% | 8.11% | 8.18% | 6.51% | 5.01% | 5.96% | 4.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 267.66% | 294.61% | 104.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDI PIMCO Dynamic Income Fund | 16.20% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 9.62% | 9.47% | 9.18% | 9.56% | 10.75% | 7.64% | 8.54% | 10.02% | 5.15% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.22% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 8.64% | 7.86% | 6.61% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 3.20% | 4.00% | 5.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Income (ChatGPT) v1.0. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Income (ChatGPT) v1.0 was 8.98%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.
The current Income (ChatGPT) v1.0 drawdown is 0.90%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -8.98%Apr 2025 | 1mo 16d | 2mo 17d | 4mo 3dFeb 2025 - Jun 2025 |
2026 pullback2026 | -4.16%Mar 2026 | 1mo 5d | 16d | 1mo 21dFeb 2026 - Apr 2026 |
2024 pullback2024 | -3.25%Apr 2024 | 22d | 26d | 1mo 18dMar 2024 - May 2024 |
2024 pullback2024 | -2.78%Aug 2024 | 19d | 11d | 1moJul 2024 - Aug 2024 |
2025 pullback2025 | -2.54%Nov 2025 | 1mo 14d | 21d | 2mo 5dOct 2025 - Dec 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 8.80, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | All Time | |
|---|---|---|
Diversification Ratio | 1.36 | 1.34 |
The portfolio has a diversification ratio of 1.34, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Income (ChatGPT) v1.0 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. JEPQ has the highest benchmark correlation at 0.93, while BSIIX has the lowest at 0.32.
Asset Correlations Table
| PDI | MSTY | BSIIX | JPIE | PFFA | JEPI | QYLD | VWINX | LSYIX | JEPQ | |
|---|---|---|---|---|---|---|---|---|---|---|
| PDI | 1.00 | 0.21 | 0.29 | 0.33 | 0.36 | 0.32 | 0.31 | 0.32 | 0.46 | 0.31 |
| MSTY | 0.21 | 1.00 | 0.14 | 0.16 | 0.28 | 0.30 | 0.43 | 0.27 | 0.32 | 0.45 |
| BSIIX | 0.29 | 0.14 | 1.00 | 0.70 | 0.38 | 0.30 | 0.25 | 0.59 | 0.62 | 0.24 |
| JPIE | 0.33 | 0.16 | 0.70 | 1.00 | 0.46 | 0.35 | 0.29 | 0.62 | 0.53 | 0.28 |
| PFFA | 0.36 | 0.28 | 0.38 | 0.46 | 1.00 | 0.46 | 0.43 | 0.54 | 0.51 | 0.43 |
| JEPI | 0.32 | 0.30 | 0.30 | 0.35 | 0.46 | 1.00 | 0.58 | 0.76 | 0.52 | 0.60 |
| QYLD | 0.31 | 0.43 | 0.25 | 0.29 | 0.43 | 0.58 | 1.00 | 0.46 | 0.52 | 0.92 |
| VWINX | 0.32 | 0.27 | 0.59 | 0.62 | 0.54 | 0.76 | 0.46 | 1.00 | 0.59 | 0.45 |
| LSYIX | 0.46 | 0.32 | 0.62 | 0.53 | 0.51 | 0.52 | 0.52 | 0.59 | 1.00 | 0.54 |
| JEPQ | 0.31 | 0.45 | 0.24 | 0.28 | 0.43 | 0.60 | 0.92 | 0.45 | 0.54 | 1.00 |
Find what Income (ChatGPT) v1.0 is missing
See which holdings overlap, where Income (ChatGPT) v1.0 is concentrated, and which low-correlation assets could fill the gaps.
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