-12.7%
JBLU vs GD
+9.0%
-21.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.6% | +14.5% | +12.9% |
| 7D | +24.9% | +3.0% | +21.9% | +23.1% |
| 30D | -12.3% | +10.5% | -22.8% | -16.8% |
| 3M | -44.5% | -5.0% | -39.5% | -42.8% |
| 6M | -25.7% | +5.5% | -31.2% | -28.2% |
| YTD | -21.8% | +10.3% | -32.1% | -26.0% |
| 1Y | -12.7% | +8.2% | -20.9% | -15.6% |
| All | -12.7% | +9.0% | -21.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling