+248.0%
GDDY vs JBHT
+182.5%
+65.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.9% |
| 7D | -0.2% | +7.0% | -7.3% | -2.4% |
| 30D | +10.4% | +0.5% | +9.9% | +10.1% |
| 3M | +13.6% | -17.4% | +30.9% | +19.8% |
| 6M | +33.7% | -1.7% | +35.4% | +32.5% |
| YTD | -8.0% | +20.7% | -28.8% | -15.6% |
| 1Y | -12.9% | +41.1% | -54.0% | -24.3% |
| 3Y | +29.3% | +38.0% | -8.7% | +8.9% |
| 5Y | +60.8% | +22.5% | +38.4% | +38.5% |
| All | +248.0% | +182.5% | +65.6% | +107.9% |
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