-12.7%
JBLU vs GLDM
+2.8%
-15.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.7% | +8.3% | +9.5% |
| 7D | +24.9% | -0.3% | +25.2% | +25.2% |
| 30D | -12.3% | -1.9% | -10.5% | -11.1% |
| 3M | -44.5% | -0.4% | -44.1% | -44.3% |
| 6M | -25.7% | -10.1% | -15.6% | -21.1% |
| YTD | -21.8% | -5.8% | -15.9% | -17.9% |
| 1Y | -12.7% | +3.1% | -15.8% | -14.8% |
| All | -12.7% | +2.8% | -15.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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