+140.0%
GLD vs JBLU
-70.1%
+210.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.0% |
| 7D | +0.1% | -5.6% | +5.7% | +0.2% |
| 30D | +0.2% | -22.3% | +22.5% | +0.6% |
| 3M | +3.2% | -11.0% | +14.2% | +3.3% |
| 6M | -14.6% | -3.1% | -11.5% | -14.7% |
| YTD | +1.8% | -3.7% | +5.5% | +1.8% |
| 1Y | +20.7% | -14.8% | +35.5% | +20.7% |
| 3Y | +126.5% | -15.4% | +141.9% | +126.0% |
| 5Y | +140.0% | -71.4% | +211.4% | +131.2% |
| All | +140.0% | -70.1% | +210.2% | +131.2% |
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