-9.0%
JBLU vs GPN
+8.1%
-17.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -3.5% | +0.8% | -4.3% | -3.9% |
| 30D | -27.2% | +5.8% | -33.0% | -29.3% |
| 3M | -4.3% | +37.0% | -41.3% | -18.3% |
| 6M | -8.3% | +20.1% | -28.5% | -17.9% |
| YTD | +1.8% | +20.4% | -18.7% | -9.6% |
| 1Y | -9.0% | +7.4% | -16.5% | -15.0% |
| All | -9.0% | +8.1% | -17.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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