-12.7%
JBLU vs GRMN
+40.7%
-53.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.5% | +5.4% | +8.1% |
| 7D | +24.9% | +6.1% | +18.8% | +21.1% |
| 30D | -12.3% | +1.3% | -13.6% | -13.4% |
| 3M | -44.5% | -5.6% | -38.9% | -42.8% |
| 6M | -25.7% | +22.2% | -47.9% | -37.4% |
| YTD | -21.8% | +44.3% | -66.0% | -42.9% |
| 1Y | -12.7% | +43.1% | -55.8% | -35.3% |
| All | -12.7% | +40.7% | -53.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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