+800.7%
GLD vs JBLU
-70.8%
+871.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.8% |
| 7D | +0.7% | +1.1% | -0.4% | +0.8% |
| 30D | +0.3% | -25.5% | +25.8% | -0.1% |
| 3M | +0.6% | -5.0% | +5.7% | +0.6% |
| 6M | -15.6% | +0.7% | -16.3% | -15.4% |
| YTD | +0.9% | -0.7% | +1.5% | +1.1% |
| 1Y | +19.4% | -12.7% | +32.1% | +19.4% |
| 3Y | +124.5% | -12.7% | +137.2% | +127.3% |
| 5Y | +138.9% | -69.3% | +208.2% | +136.1% |
| 10Y | +213.3% | -73.0% | +286.3% | +212.3% |
| All | +800.7% | -70.8% | +871.5% | +897.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling