-12.7%
JBLU vs GFS
+15.5%
-28.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -5.9% | +17.9% | +13.2% |
| 7D | +24.9% | -12.5% | +37.4% | +28.4% |
| 30D | -12.3% | -16.9% | +4.6% | -8.8% |
| 3M | -44.5% | -22.3% | -22.2% | -41.6% |
| 6M | -25.7% | -40.2% | +14.5% | -20.0% |
| YTD | -21.8% | +16.0% | -37.7% | -31.7% |
| 1Y | -12.7% | +17.7% | -30.4% | -24.0% |
| All | -12.7% | +15.5% | -28.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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