+3,339.7%
GLW vs JBLU
-58.4%
+3,398.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +3.8% | -3.5% | +7.3% | +4.6% |
| 30D | -1.3% | -27.2% | +25.9% | +5.6% |
| 3M | -21.8% | -4.3% | -17.5% | -22.2% |
| 6M | +6.9% | -8.3% | +15.2% | +6.3% |
| YTD | +77.2% | +1.8% | +75.4% | +69.6% |
| 1Y | +123.2% | -9.0% | +132.3% | +117.9% |
| 3Y | +400.0% | -21.9% | +421.9% | +342.7% |
| 5Y | +342.8% | -69.0% | +411.8% | +377.1% |
| 10Y | +771.4% | -70.8% | +842.2% | +759.8% |
| All | +3,339.7% | -58.4% | +3,398.0% | +2,126.1% |
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 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