-65.3%
JBLU vs GD
+1,153.8%
-1,219.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.7% |
| 7D | -3.5% | -5.3% | +1.7% | +0.2% |
| 30D | -27.2% | -6.4% | -20.8% | -23.8% |
| 3M | -4.3% | +5.7% | -10.0% | -8.5% |
| 6M | -8.3% | -0.9% | -7.4% | -8.1% |
| YTD | +1.8% | +8.2% | -6.4% | -4.7% |
| 1Y | -9.0% | +13.4% | -22.5% | -17.6% |
| 3Y | -21.9% | +68.5% | -90.4% | -47.7% |
| 5Y | -69.0% | +97.2% | -166.2% | -81.9% |
| 10Y | -70.8% | +190.2% | -261.0% | -87.1% |
| All | -65.3% | +1,153.8% | -1,219.1% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling