-73.0%
JBLU vs GD
+188.9%
-261.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.2% |
| 7D | -5.6% | -3.1% | -2.5% | -3.2% |
| 30D | -22.3% | -10.9% | -11.4% | -14.9% |
| 3M | -11.0% | +2.5% | -13.4% | -13.2% |
| 6M | -3.1% | -1.7% | -1.4% | -2.4% |
| YTD | -3.7% | +6.1% | -9.9% | -9.4% |
| 1Y | -14.8% | +11.7% | -26.5% | -23.0% |
| 3Y | -15.4% | +71.8% | -87.2% | -47.9% |
| 5Y | -71.4% | +92.2% | -163.6% | -84.6% |
| 10Y | -73.0% | +192.2% | -265.2% | -90.1% |
| All | -73.0% | +188.9% | -261.9% | -90.1% |
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