+202.4%
GD vs JBHT
+207.9%
-5.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.9% |
| 7D | +3.0% | +1.7% | +1.3% | +2.5% |
| 30D | +10.5% | -1.2% | +11.7% | +10.8% |
| 3M | -5.0% | -17.1% | +12.2% | -0.5% |
| 6M | +5.5% | -4.4% | +9.9% | +5.1% |
| YTD | +10.3% | +17.5% | -7.1% | +2.4% |
| 1Y | +8.2% | +32.6% | -24.4% | -3.6% |
| 3Y | +59.0% | +33.0% | +26.0% | +36.5% |
| 5Y | +104.3% | +20.3% | +83.9% | +76.2% |
| 10Y | +202.4% | +209.1% | -6.6% | +64.9% |
| All | +202.4% | +207.9% | -5.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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