-78.7%
JBLU vs GLDM
+216.5%
-295.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.0% |
| 7D | +25.8% | +2.9% | +22.9% | +25.2% |
| 30D | +4.2% | -3.9% | +8.1% | +4.8% |
| 3M | -29.1% | -8.1% | -20.9% | -28.2% |
| 6M | -21.7% | -14.7% | -7.0% | -20.3% |
| YTD | -12.1% | -6.6% | -5.5% | -10.0% |
| 1Y | -9.3% | -2.1% | -7.2% | -7.0% |
| 3Y | +3.4% | +107.7% | -104.3% | +9.4% |
| 5Y | -74.2% | +116.5% | -190.7% | -73.0% |
| All | -78.7% | +216.5% | -295.1% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling