-66.1%
JBLU vs GPC
+675.8%
-741.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | +0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -25.5% | -0.4% | -25.1% | -25.2% |
| 3M | -5.0% | +39.2% | -44.2% | -29.4% |
| 6M | +0.7% | +18.2% | -17.6% | -13.8% |
| YTD | -0.7% | +12.1% | -12.7% | -13.3% |
| 1Y | -12.7% | -0.7% | -12.1% | -15.5% |
| 3Y | -12.7% | -1.7% | -11.1% | -19.2% |
| 5Y | -69.3% | +29.3% | -98.6% | -78.0% |
| 10Y | -73.0% | +80.7% | -153.7% | -86.6% |
| All | -66.1% | +675.8% | -741.9% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling