-78.6%
JBLU vs GLDM
+212.7%
-291.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +12.9% | -2.0% | +14.9% | +13.3% |
| 30D | +11.0% | -4.4% | +15.5% | +11.9% |
| 3M | -30.8% | -8.8% | -22.0% | -29.8% |
| 6M | -19.0% | -15.9% | -3.1% | -17.3% |
| YTD | -11.6% | -7.7% | -4.0% | -9.4% |
| 1Y | -7.4% | -3.6% | -3.8% | -4.8% |
| 3Y | +3.9% | +105.2% | -101.4% | +10.2% |
| 5Y | -73.9% | +112.8% | -186.6% | -72.6% |
| All | -78.6% | +212.7% | -291.3% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling