-67.0%
JBLU vs GPN
+993.5%
-1,060.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.0% | -4.3% | -0.6% | -2.6% |
| 30D | -23.9% | 0.0% | -23.9% | -23.9% |
| 3M | -11.6% | +35.8% | -47.5% | -25.6% |
| 6M | -0.2% | +22.0% | -22.2% | -11.3% |
| YTD | -3.3% | +15.2% | -18.5% | -12.2% |
| 1Y | -15.4% | +3.5% | -18.9% | -18.9% |
| 3Y | -14.7% | -26.9% | +12.2% | -2.8% |
| 5Y | -70.0% | -44.2% | -25.8% | -61.6% |
| 10Y | -72.9% | +27.3% | -100.2% | -77.8% |
| All | -67.0% | +993.5% | -1,060.5% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling