-73.8%
JBLU vs GFI
+1,093.3%
-1,167.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.1% |
| 7D | -5.0% | -2.7% | -2.3% | -4.7% |
| 30D | -23.9% | +13.2% | -37.1% | -24.8% |
| 3M | -11.6% | +28.5% | -40.1% | -13.8% |
| 6M | -0.2% | -6.2% | +5.9% | -0.3% |
| YTD | -3.3% | +8.7% | -12.0% | -4.5% |
| 1Y | -15.4% | +24.8% | -40.2% | -17.5% |
| 3Y | -14.7% | +298.0% | -312.8% | -24.1% |
| 5Y | -70.0% | +546.0% | -616.0% | -74.6% |
| All | -73.8% | +1,093.3% | -1,167.1% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling