+3.4%
JBLU vs GLDM
+106.4%
-103.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.5% |
| 7D | +25.8% | +2.9% | +22.9% | +24.6% |
| 30D | +4.2% | -3.9% | +8.1% | +5.7% |
| 3M | -29.1% | -8.1% | -20.9% | -27.2% |
| 6M | -21.7% | -14.7% | -7.0% | -18.3% |
| YTD | -12.1% | -6.6% | -5.5% | -7.8% |
| 1Y | -9.3% | -2.1% | -7.2% | -4.8% |
| 3Y | +3.4% | +107.7% | -104.3% | +1.9% |
| All | +3.4% | +106.4% | -103.1% | +1.9% |
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