-69.3%
JBLU vs GD
+95.9%
-165.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | +1.1% | -3.5% | +4.6% | +3.1% |
| 30D | -25.5% | -9.0% | -16.5% | -21.4% |
| 3M | -5.0% | +5.1% | -10.1% | -8.0% |
| 6M | +0.7% | -1.0% | +1.7% | +1.1% |
| YTD | -0.7% | +7.3% | -8.0% | -5.1% |
| 1Y | -12.7% | +12.4% | -25.2% | -18.6% |
| 3Y | -12.7% | +73.7% | -86.4% | -34.8% |
| 5Y | -69.3% | +93.8% | -163.0% | -80.3% |
| All | -69.3% | +95.9% | -165.2% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling