+1,482.9%
GS vs JBLU
-64.0%
+1,546.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +1.6% | +25.8% | -24.2% | -4.6% |
| 30D | +1.7% | +4.2% | -2.5% | -0.9% |
| 3M | -11.6% | -29.1% | +17.5% | -4.7% |
| 6M | -1.9% | -21.7% | +19.8% | +1.3% |
| YTD | +5.1% | -12.1% | +17.2% | +2.6% |
| 1Y | +16.4% | -9.3% | +25.7% | +12.6% |
| 3Y | +199.0% | +3.4% | +195.6% | +140.3% |
| 5Y | +157.4% | -74.2% | +231.7% | +195.9% |
| 10Y | +457.2% | -79.2% | +536.4% | +509.8% |
| All | +1,482.9% | -64.0% | +1,546.9% | +879.8% |
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