-73.8%
JBLU vs GAP
+31.2%
-105.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -0.9% |
| 7D | -5.0% | -4.1% | -0.9% | -3.4% |
| 30D | -23.9% | +6.2% | -30.1% | -26.2% |
| 3M | -11.6% | -0.7% | -11.0% | -12.1% |
| 6M | -0.2% | -7.1% | +6.9% | +1.0% |
| YTD | -3.3% | -14.1% | +10.8% | +0.5% |
| 1Y | -15.4% | -8.5% | -6.9% | -15.2% |
| 3Y | -14.7% | +115.4% | -130.1% | -47.2% |
| 5Y | -70.0% | +9.8% | -79.9% | -77.2% |
| All | -73.8% | +31.2% | -105.0% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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