-67.1%
JBLU vs GRMN
+4,429.8%
-4,496.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.8% | -1.8% | -3.0% | -4.0% |
| 30D | -24.4% | -12.1% | -12.3% | -20.3% |
| 3M | -4.8% | +18.0% | -22.8% | -11.9% |
| 6M | -0.5% | +13.7% | -14.2% | -6.1% |
| YTD | -3.5% | +35.3% | -38.8% | -15.1% |
| 1Y | -13.6% | +17.2% | -30.8% | -19.7% |
| 3Y | -15.3% | +179.6% | -194.9% | -46.0% |
| 5Y | -70.1% | +75.6% | -145.6% | -77.1% |
| 10Y | -72.9% | +644.2% | -717.1% | -87.9% |
| All | -67.1% | +4,429.8% | -4,496.8% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling