-14.7%
JBLU vs GTLB
-10.9%
-3.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -5.0% | -5.7% | +0.7% | -3.9% |
| 30D | -23.9% | +15.1% | -39.0% | -26.1% |
| 3M | -11.6% | +65.5% | -77.1% | -20.5% |
| 6M | -0.2% | +102.9% | -103.1% | -14.8% |
| YTD | -3.3% | +25.2% | -28.5% | -9.3% |
| 1Y | -15.4% | -5.5% | -9.9% | -15.9% |
| 3Y | -14.7% | -10.9% | -3.8% | -20.8% |
| All | -14.7% | -10.9% | -3.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling