-71.4%
JBLU vs GD
+1,172.8%
-1,244.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.4% |
| 7D | +9.2% | +1.9% | +7.3% | +7.8% |
| 30D | +13.7% | +9.2% | +4.5% | +6.1% |
| 3M | -34.1% | -7.5% | -26.6% | -30.9% |
| 6M | -19.5% | +5.8% | -25.2% | -23.5% |
| YTD | -16.3% | +9.8% | -26.1% | -23.0% |
| 1Y | -13.4% | +5.8% | -19.2% | -18.3% |
| 3Y | -1.6% | +58.0% | -59.6% | -30.7% |
| 5Y | -74.9% | +100.4% | -175.3% | -85.6% |
| 10Y | -80.2% | +167.5% | -247.7% | -90.8% |
| All | -71.4% | +1,172.8% | -1,244.2% | -94.8% |
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