-76.6%
JBLU vs GLDM
+245.4%
-322.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -22.3% | +0.3% | -22.6% | -22.4% |
| 3M | -11.0% | +3.3% | -14.3% | -11.3% |
| 6M | -3.1% | -14.5% | +11.4% | -2.5% |
| YTD | -3.7% | +1.9% | -5.7% | -2.7% |
| 1Y | -14.8% | +21.1% | -35.9% | -13.0% |
| 3Y | -15.4% | +128.6% | -144.0% | -11.4% |
| 5Y | -71.4% | +143.8% | -215.2% | -70.3% |
| All | -76.6% | +245.4% | -322.0% | -73.7% |
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