+242.6%
GDDY vs JBHT
+176.2%
+66.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.5% | +4.2% | -10.7% | -7.7% |
| 30D | +9.0% | -0.4% | +9.4% | +9.0% |
| 3M | +22.3% | -17.3% | +39.7% | +29.0% |
| 6M | +29.1% | -3.5% | +32.6% | +28.7% |
| YTD | -9.5% | +18.0% | -27.5% | -16.3% |
| 1Y | -15.2% | +35.5% | -50.8% | -25.3% |
| 3Y | +28.2% | +34.8% | -6.6% | +8.7% |
| 5Y | +58.3% | +19.7% | +38.6% | +37.3% |
| All | +242.6% | +176.2% | +66.4% | +106.1% |
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