+188.9%
GS vs JBLU
-69.9%
+258.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | +0.2% | -25.5% | +25.7% | +5.7% |
| 3M | -0.3% | -5.0% | +4.7% | -0.4% |
| 6M | +27.4% | +0.7% | +26.7% | +24.5% |
| YTD | +19.6% | -0.7% | +20.3% | +16.4% |
| 1Y | +42.5% | -12.7% | +55.2% | +41.4% |
| 3Y | +240.4% | -12.7% | +253.2% | +201.9% |
| 5Y | +188.9% | -69.3% | +258.2% | +220.7% |
| All | +188.9% | -69.9% | +258.8% | +220.7% |
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