+75.8%
GM vs JBLU
-70.3%
+146.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -5.0% | +2.5% | -1.2% |
| 30D | -1.1% | -23.9% | +22.8% | +5.5% |
| 3M | +6.1% | -11.6% | +17.8% | +8.1% |
| 6M | +15.0% | -0.2% | +15.2% | +12.3% |
| YTD | +6.0% | -3.3% | +9.3% | +3.1% |
| 1Y | +47.1% | -15.4% | +62.5% | +47.0% |
| 3Y | +170.5% | -14.7% | +185.2% | +124.3% |
| All | +75.8% | -70.3% | +146.0% | +123.0% |
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