-13.2%
JBLU vs GLXY
+3.8%
-17.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -5.0% | -7.3% | +2.4% | -4.2% |
| 30D | -23.9% | +15.7% | -39.6% | -25.4% |
| 3M | -11.6% | -26.7% | +15.0% | -9.3% |
| 6M | -0.2% | +13.7% | -13.9% | -3.1% |
| YTD | -3.3% | +9.1% | -12.4% | -7.3% |
| 1Y | -15.4% | -15.5% | +0.1% | -15.6% |
| All | -13.2% | +3.8% | -17.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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