+1.3%
JBLU vs GD
+59.8%
-58.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +12.9% | +0.6% | +12.3% | +12.5% |
| 30D | +11.0% | +9.5% | +1.6% | +4.3% |
| 3M | -30.8% | -5.8% | -25.0% | -28.3% |
| 6M | -19.0% | +7.7% | -26.7% | -23.6% |
| YTD | -11.6% | +11.1% | -22.7% | -18.6% |
| 1Y | -7.4% | +6.1% | -13.5% | -11.8% |
| All | +1.3% | +59.8% | -58.6% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling