-14.1%
JBLU vs GLDM
+130.1%
-144.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -27.2% | +4.4% | -31.6% | -28.0% |
| 3M | -4.3% | -1.1% | -3.3% | -4.3% |
| 6M | -8.3% | -13.7% | +5.4% | -6.5% |
| YTD | +1.8% | +2.8% | -1.0% | +3.5% |
| 1Y | -9.0% | +24.8% | -33.9% | -6.4% |
| All | -14.1% | +130.1% | -144.2% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling