+206.1%
GLD vs JBLU
-80.5%
+286.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -4.6% | +2.5% | -7.0% | -4.6% |
| 30D | -5.5% | +24.9% | -30.4% | -5.8% |
| 3M | -10.9% | -35.2% | +24.3% | -10.7% |
| 6M | -17.4% | -20.0% | +2.6% | -17.4% |
| YTD | -10.3% | -17.4% | +7.1% | -10.3% |
| 1Y | -7.2% | -13.0% | +5.8% | -7.1% |
| 3Y | +96.9% | -5.3% | +102.2% | +97.5% |
| 5Y | +103.8% | -75.2% | +179.0% | +102.1% |
| All | +206.1% | -80.5% | +286.6% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling