-74.2%
JBLU vs GLDM
+116.0%
-190.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.3% |
| 7D | +25.8% | +2.9% | +22.9% | +24.8% |
| 30D | +4.2% | -3.9% | +8.1% | +5.3% |
| 3M | -29.1% | -8.1% | -20.9% | -27.6% |
| 6M | -21.7% | -14.7% | -7.0% | -19.2% |
| YTD | -12.1% | -6.6% | -5.5% | -9.0% |
| 1Y | -9.3% | -2.1% | -7.2% | -6.1% |
| 3Y | +3.4% | +107.7% | -104.3% | +5.9% |
| 5Y | -74.2% | +116.5% | -190.7% | -75.6% |
| All | -74.2% | +116.0% | -190.2% | -75.6% |
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