-12.7%
JBLU vs GFI
+6.9%
-19.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.3% | +5.6% | +9.7% |
| 7D | +24.9% | +1.4% | +23.5% | +24.3% |
| 30D | -12.3% | +3.0% | -15.3% | -13.0% |
| 3M | -44.5% | +10.2% | -54.6% | -47.0% |
| 6M | -25.7% | -10.1% | -15.6% | -24.7% |
| YTD | -21.8% | -11.4% | -10.3% | -20.2% |
| 1Y | -12.7% | +8.4% | -21.2% | -15.7% |
| All | -12.7% | +6.9% | -19.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling