-79.2%
JBLU vs GD
+174.9%
-254.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.4% |
| 7D | +25.8% | -1.9% | +27.7% | +27.4% |
| 30D | +4.2% | +10.9% | -6.8% | -4.8% |
| 3M | -29.1% | -6.8% | -22.3% | -25.7% |
| 6M | -21.7% | +7.0% | -28.7% | -26.9% |
| YTD | -12.1% | +11.1% | -23.2% | -20.9% |
| 1Y | -9.3% | +7.0% | -16.3% | -15.9% |
| 3Y | +3.4% | +59.9% | -56.6% | -31.8% |
| 5Y | -74.2% | +102.5% | -176.7% | -86.9% |
| All | -79.2% | +174.9% | -254.1% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling