+1,405.7%
GS vs JBLU
-67.0%
+1,472.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.5% | -1.7% |
| 7D | -3.2% | +28.8% | -32.0% | -9.8% |
| 30D | -2.4% | -7.6% | +5.1% | -1.8% |
| 3M | -15.7% | -40.7% | +25.0% | -4.9% |
| 6M | -6.8% | -27.2% | +20.4% | -1.9% |
| YTD | -0.1% | -19.3% | +19.3% | -0.1% |
| 1Y | +12.1% | -13.6% | +25.7% | +9.8% |
| 3Y | +185.8% | -14.7% | +200.4% | +142.3% |
| 5Y | +140.1% | -77.2% | +217.3% | +185.5% |
| 10Y | +505.2% | -78.4% | +583.7% | +554.6% |
| All | +1,405.7% | -67.0% | +1,472.7% | +853.6% |
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