-21.0%
JBLU vs GWRE
+741.3%
-762.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -5.0% | -13.2% | +8.3% | -1.6% |
| 30D | -23.9% | -18.6% | -5.3% | -20.8% |
| 3M | -11.6% | +18.9% | -30.5% | -17.4% |
| 6M | -0.2% | -11.0% | +10.7% | -1.3% |
| YTD | -3.3% | -29.9% | +26.6% | +1.4% |
| 1Y | -15.4% | -44.3% | +29.0% | -5.4% |
| 3Y | -14.7% | +51.7% | -66.4% | -32.2% |
| 5Y | -70.0% | +15.4% | -85.5% | -75.0% |
| 10Y | -72.9% | +129.4% | -202.3% | -81.8% |
| All | -21.0% | +741.3% | -762.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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