+200.1%
GDDY vs JBHT
+281.4%
-81.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -3.2% | -1.2% | -2.0% | -2.8% |
| 30D | +6.8% | -2.0% | +8.8% | +7.2% |
| 3M | +30.5% | -6.3% | +36.8% | +32.5% |
| 6M | +13.3% | +29.0% | -15.7% | +2.8% |
| YTD | -21.0% | +39.9% | -60.9% | -30.5% |
| 1Y | -34.0% | +92.8% | -126.8% | -48.7% |
| 3Y | +33.1% | +51.2% | -18.1% | +9.6% |
| 5Y | +30.3% | +63.0% | -32.6% | +1.3% |
| All | +200.1% | +281.4% | -81.3% | +55.5% |
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 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