-13.6%
JBLU vs GNRC
+2,082.9%
-2,096.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -23.9% | -15.7% | -8.1% | -20.0% |
| 3M | -11.6% | -27.3% | +15.7% | -3.7% |
| 6M | -0.2% | -12.1% | +11.8% | +2.0% |
| YTD | -3.3% | +37.1% | -40.4% | -14.4% |
| 1Y | -15.4% | -0.5% | -14.9% | -18.2% |
| 3Y | -14.7% | +61.5% | -76.2% | -30.0% |
| 5Y | -70.0% | -58.6% | -11.5% | -66.8% |
| 10Y | -72.9% | +446.3% | -519.1% | -86.1% |
| All | -13.6% | +2,082.9% | -2,096.5% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling