-73.8%
JBLU vs GRMN
+677.8%
-751.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -2.3% |
| 7D | -5.0% | +2.4% | -7.4% | -6.3% |
| 30D | -23.9% | -8.5% | -15.4% | -19.8% |
| 3M | -11.6% | +19.5% | -31.1% | -21.9% |
| 6M | -0.2% | +21.2% | -21.4% | -12.1% |
| YTD | -3.3% | +41.0% | -44.3% | -22.0% |
| 1Y | -15.4% | +19.6% | -35.0% | -25.4% |
| 3Y | -14.7% | +183.8% | -198.5% | -58.1% |
| 5Y | -70.0% | +83.0% | -153.0% | -80.9% |
| All | -73.8% | +677.8% | -751.5% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling