+215.0%
GLD vs JBLU
-72.4%
+287.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.0% | -5.0% | +3.0% | -1.9% |
| 30D | -1.5% | -23.9% | +22.4% | -1.3% |
| 3M | +3.2% | -11.6% | +14.9% | +3.3% |
| 6M | -16.3% | -0.2% | -16.0% | -16.3% |
| YTD | +0.6% | -3.3% | +3.9% | +0.7% |
| 1Y | +19.1% | -15.4% | +34.5% | +19.1% |
| 3Y | +123.5% | -14.7% | +138.2% | +124.0% |
| 5Y | +138.5% | -70.0% | +208.6% | +136.5% |
| All | +215.0% | -72.4% | +287.4% | +209.7% |
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 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