+489.9%
GEV vs JBHT
+15.2%
+474.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.6% | -3.9% | -6.9% |
| 7D | -13.2% | -1.4% | -11.8% | -13.0% |
| 30D | -25.1% | -3.1% | -22.0% | -24.7% |
| 3M | -24.3% | -19.5% | -4.7% | -21.8% |
| 6M | -29.6% | -9.6% | -20.0% | -29.3% |
| YTD | +18.2% | +13.3% | +4.9% | +13.1% |
| 1Y | +38.0% | +29.7% | +8.3% | +29.4% |
| All | +489.9% | +15.2% | +474.7% | +430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling