-67.1%
JBLU vs GME
+1,199.0%
-1,266.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.1% |
| 7D | -4.8% | +6.0% | -10.8% | -5.4% |
| 30D | -24.4% | +8.3% | -32.8% | -25.2% |
| 3M | -4.8% | -9.1% | +4.3% | -3.9% |
| 6M | -0.5% | -16.3% | +15.9% | +1.2% |
| YTD | -3.5% | +1.5% | -5.1% | -4.2% |
| 1Y | -13.6% | -16.3% | +2.7% | -12.4% |
| 3Y | -15.3% | +15.1% | -30.4% | -27.4% |
| 5Y | -70.1% | -57.2% | -12.9% | -73.0% |
| 10Y | -72.9% | +274.5% | -347.4% | -92.3% |
| All | -67.1% | +1,199.0% | -1,266.1% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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