-45.7%
JBLU vs GGLL
+313.5%
-359.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -4.8% | -5.8% | +1.0% | -3.5% |
| 30D | -24.4% | -7.2% | -17.2% | -23.1% |
| 3M | -4.8% | -17.5% | +12.8% | -1.6% |
| 6M | -0.5% | +5.1% | -5.5% | -3.8% |
| YTD | -3.5% | -1.3% | -2.2% | -6.0% |
| 1Y | -13.6% | +60.2% | -73.8% | -25.5% |
| 3Y | -15.3% | +230.8% | -246.1% | -43.7% |
| All | -45.7% | +313.5% | -359.2% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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