-76.2%
JBLU vs GH
+467.1%
-543.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -5.0% | -2.5% | -2.5% | -4.6% |
| 30D | -23.9% | -4.7% | -19.2% | -23.4% |
| 3M | -11.6% | +20.2% | -31.9% | -14.9% |
| 6M | -0.2% | +78.8% | -79.0% | -10.4% |
| YTD | -3.3% | +54.1% | -57.4% | -11.3% |
| 1Y | -15.4% | +177.1% | -192.5% | -30.4% |
| 3Y | -14.7% | +371.6% | -386.3% | -38.4% |
| 5Y | -70.0% | +21.9% | -91.9% | -76.8% |
| All | -76.2% | +467.1% | -543.3% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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