-17.4%
GIS vs JBLU
-12.5%
-4.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.9% | -6.8% | +5.1% |
| 7D | +8.5% | +24.9% | -16.4% | +8.4% |
| 30D | +15.3% | -12.3% | +27.6% | +15.7% |
| 3M | +0.9% | -44.5% | +45.4% | +1.9% |
| 6M | +7.9% | -25.7% | +33.6% | +8.6% |
| YTD | -17.6% | -21.8% | +4.2% | -15.8% |
| 1Y | -17.4% | -12.7% | -4.6% | -17.1% |
| All | -17.4% | -12.5% | -4.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling