-67.1%
JBLU vs GAP
+177.7%
-244.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | -4.8% | -6.3% | +1.5% | -2.1% |
| 30D | -24.4% | -0.2% | -24.2% | -24.9% |
| 3M | -4.8% | 0.0% | -4.8% | -5.5% |
| 6M | -0.5% | -8.1% | +7.7% | +1.3% |
| YTD | -3.5% | -16.5% | +13.0% | +1.8% |
| 1Y | -13.6% | -10.5% | -3.1% | -12.6% |
| 3Y | -15.3% | +104.0% | -119.2% | -47.8% |
| 5Y | -70.1% | +6.8% | -76.9% | -77.6% |
| 10Y | -72.9% | +26.9% | -99.9% | -85.4% |
| All | -67.1% | +177.7% | -244.8% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling