-70.1%
JBLU vs GPC
+29.3%
-99.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -3.7% |
| 30D | -24.4% | +0.1% | -24.5% | -24.4% |
| 3M | -4.8% | +37.4% | -42.1% | -23.8% |
| 6M | -0.5% | +25.4% | -25.9% | -15.2% |
| YTD | -3.5% | +12.2% | -15.7% | -13.8% |
| 1Y | -13.6% | -0.3% | -13.3% | -16.1% |
| 3Y | -15.3% | -1.6% | -13.7% | -21.1% |
| 5Y | -70.1% | +31.0% | -101.1% | -77.9% |
| All | -70.1% | +29.3% | -99.4% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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