-14.7%
JBLU vs GFS
-19.7%
+5.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.5% |
| 7D | -5.0% | +3.8% | -8.8% | -6.3% |
| 30D | -23.9% | -11.7% | -12.2% | -20.5% |
| 3M | -11.6% | -41.8% | +30.1% | +5.8% |
| 6M | -0.2% | +6.6% | -6.9% | -9.3% |
| YTD | -3.3% | +34.6% | -37.9% | -24.0% |
| 1Y | -15.4% | +46.2% | -61.5% | -36.3% |
| 3Y | -14.7% | -20.3% | +5.6% | -24.2% |
| All | -14.7% | -19.7% | +5.0% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling