-69.3%
JBLU vs GLDM
+141.3%
-210.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -25.5% | +0.3% | -25.9% | -25.6% |
| 3M | -5.0% | +0.7% | -5.7% | -5.3% |
| 6M | +0.7% | -15.4% | +16.1% | +2.4% |
| YTD | -0.7% | +1.0% | -1.7% | +0.9% |
| 1Y | -12.7% | +19.7% | -32.5% | -10.8% |
| 3Y | -12.7% | +126.5% | -139.2% | -11.4% |
| 5Y | -69.3% | +142.5% | -211.8% | -70.2% |
| All | -69.3% | +141.3% | -210.5% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling