-37.6%
GIS vs JBLU
-15.7%
-21.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -5.0% | -1.4% | -6.3% |
| 30D | -6.1% | -23.9% | +17.8% | -5.5% |
| 3M | +7.8% | -11.6% | +19.5% | +8.0% |
| 6M | -8.8% | -0.2% | -8.6% | -9.0% |
| YTD | -19.1% | -3.3% | -15.8% | -19.3% |
| 1Y | -24.8% | -15.4% | -9.4% | -24.8% |
| 3Y | -37.6% | -14.7% | -22.8% | -38.2% |
| All | -37.6% | -15.7% | -21.8% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling