+103.4%
GLD vs JBLU
-75.3%
+178.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | -2.7% |
| 7D | -5.5% | +9.2% | -14.7% | -5.7% |
| 30D | -7.0% | +13.7% | -20.7% | -7.5% |
| 3M | -12.4% | -34.1% | +21.7% | -11.9% |
| 6M | -18.0% | -19.5% | +1.4% | -18.0% |
| YTD | -10.5% | -16.3% | +5.8% | -10.4% |
| 1Y | -8.1% | -13.4% | +5.4% | -8.0% |
| 3Y | +97.7% | -1.6% | +99.2% | +97.3% |
| 5Y | +103.4% | -74.9% | +178.3% | +95.1% |
| All | +103.4% | -75.3% | +178.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling