+70.8%
GD vs JBHT
+47.5%
+23.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.1% |
| 7D | -5.3% | +4.9% | -10.1% | -5.9% |
| 30D | -6.4% | +0.6% | -7.0% | -6.6% |
| 3M | +5.7% | -3.2% | +8.9% | +5.9% |
| 6M | -0.9% | +17.0% | -17.9% | -3.7% |
| YTD | +8.2% | +41.7% | -33.5% | +1.8% |
| 1Y | +13.4% | +90.0% | -76.6% | +1.6% |
| All | +70.8% | +47.5% | +23.2% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling