+212.0%
GIS vs JBLU
-60.5%
+272.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 7D | -8.4% | -4.8% | -3.6% | -8.2% |
| 30D | -5.2% | -24.4% | +19.2% | -3.9% |
| 3M | +8.2% | -4.8% | +12.9% | +8.2% |
| 6M | -12.0% | -0.5% | -11.6% | -12.5% |
| YTD | -18.9% | -3.5% | -15.4% | -19.4% |
| 1Y | -23.6% | -13.6% | -10.0% | -23.8% |
| 3Y | -37.6% | -15.3% | -22.4% | -39.4% |
| 5Y | -25.2% | -70.1% | +44.9% | -23.9% |
| 10Y | -19.3% | -72.9% | +53.6% | -20.4% |
| All | +212.0% | -60.5% | +272.5% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling