+2.8%
GLD vs JBLU
-12.5%
+15.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.3% | +2.3% |
| 7D | -0.3% | +24.9% | -25.2% | -2.8% |
| 30D | -1.9% | -12.3% | +10.5% | -0.9% |
| 3M | -0.4% | -44.5% | +44.0% | +5.3% |
| 6M | -10.2% | -25.7% | +15.5% | -8.8% |
| YTD | -6.0% | -21.8% | +15.7% | -7.1% |
| 1Y | +2.8% | -12.7% | +15.6% | -0.7% |
| All | +2.8% | -12.5% | +15.3% | -0.7% |
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