-10.8%
JBLU vs GLXY
+15.1%
-26.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.7% |
| 7D | +1.1% | +15.5% | -14.3% | -0.6% |
| 30D | -25.5% | +34.1% | -59.6% | -28.3% |
| 3M | -5.0% | -11.3% | +6.3% | -4.6% |
| 6M | +0.7% | +31.6% | -30.9% | -3.7% |
| YTD | -0.7% | +21.0% | -21.6% | -5.9% |
| 1Y | -12.7% | +11.7% | -24.4% | -14.8% |
| All | -10.8% | +15.1% | -26.0% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling