-12.7%
JBLU vs GNRC
+17.5%
-30.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -9.5% | +21.5% | +14.9% |
| 7D | +24.9% | -6.0% | +30.9% | +26.6% |
| 30D | -12.3% | -12.0% | -0.3% | -9.0% |
| 3M | -44.5% | -13.4% | -31.1% | -42.3% |
| 6M | -25.7% | -26.4% | +0.7% | -20.2% |
| YTD | -21.8% | +38.8% | -60.6% | -33.4% |
| 1Y | -12.7% | +20.9% | -33.6% | -21.9% |
| All | -12.7% | +17.5% | -30.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling