+851.8%
GLW vs JBLU
-72.4%
+924.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.8% | -5.0% | +12.8% | +8.8% |
| 30D | -0.4% | -23.9% | +23.4% | +4.7% |
| 3M | -5.6% | -11.6% | +6.1% | -4.5% |
| 6M | +26.7% | -0.2% | +26.9% | +23.8% |
| YTD | +91.0% | -3.3% | +94.3% | +85.4% |
| 1Y | +122.4% | -15.4% | +137.8% | +120.6% |
| 3Y | +471.0% | -14.7% | +485.7% | +393.0% |
| 5Y | +385.6% | -70.0% | +455.7% | +432.2% |
| All | +851.8% | -72.4% | +924.2% | +895.2% |
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 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