+642.6%
GS vs JBLU
-73.0%
+715.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | +0.2% | -25.5% | +25.7% | +7.4% |
| 3M | -0.3% | -5.0% | +4.7% | -0.4% |
| 6M | +27.4% | +0.7% | +26.7% | +23.6% |
| YTD | +19.6% | -0.7% | +20.3% | +15.2% |
| 1Y | +42.5% | -12.7% | +55.2% | +40.8% |
| 3Y | +240.4% | -12.7% | +253.2% | +190.7% |
| 5Y | +188.9% | -69.3% | +258.2% | +224.8% |
| 10Y | +642.6% | -73.0% | +715.6% | +658.5% |
| All | +642.6% | -73.0% | +715.5% | +658.5% |
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