+620.7%
GEV vs JBHT
+44.0%
+576.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.5% |
| 7D | +3.3% | +4.9% | -1.6% | +2.3% |
| 30D | -7.5% | +0.6% | -8.0% | -7.6% |
| 3M | -2.2% | -3.2% | +1.0% | -1.8% |
| 6M | +12.1% | +17.0% | -4.9% | +7.7% |
| YTD | +44.4% | +41.7% | +2.7% | +33.7% |
| 1Y | +57.7% | +90.0% | -32.3% | +39.0% |
| All | +620.7% | +44.0% | +576.7% | +527.6% |
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