+188.7%
GD vs JBHT
+272.5%
-83.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.6% |
| 7D | -5.3% | +4.9% | -10.1% | -6.6% |
| 30D | -6.4% | +0.6% | -7.0% | -6.8% |
| 3M | +5.7% | -3.2% | +8.9% | +6.1% |
| 6M | -0.9% | +17.0% | -17.9% | -6.8% |
| YTD | +8.2% | +41.7% | -33.5% | -4.3% |
| 1Y | +13.4% | +90.0% | -76.6% | -9.7% |
| 3Y | +68.5% | +47.0% | +21.5% | +42.3% |
| 5Y | +97.2% | +58.3% | +38.8% | +55.4% |
| All | +188.7% | +272.5% | -83.9% | +52.2% |
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