-53.5%
JBLU vs GGLL
+210.8%
-264.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | +2.5% | +7.7% | -5.2% | +0.7% |
| 30D | +24.9% | -30.2% | +55.1% | +34.1% |
| 3M | -35.2% | -31.3% | -3.9% | -30.2% |
| 6M | -20.0% | -52.1% | +32.1% | -7.5% |
| YTD | -17.4% | -25.9% | +8.5% | -15.1% |
| 1Y | -13.0% | -8.5% | -4.5% | -15.2% |
| 3Y | -5.3% | +165.5% | -170.8% | -34.5% |
| All | -53.5% | +210.8% | -264.2% | -70.4% |
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