-16.4%
GFS vs JBHT
+16.4%
-32.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.6% |
| 7D | -7.8% | -1.6% | -6.2% | -7.0% |
| 30D | -19.7% | -2.3% | -17.4% | -18.6% |
| 3M | -23.1% | -18.5% | -4.7% | -15.5% |
| 6M | -46.4% | -11.3% | -35.1% | -44.3% |
| YTD | +11.0% | +12.6% | -1.5% | +0.4% |
| 1Y | +12.6% | +29.8% | -17.1% | -5.9% |
| 3Y | -24.9% | +28.1% | -53.0% | -40.3% |
| 5Y | -39.1% | +17.7% | -56.8% | -48.7% |
| All | -16.4% | +16.4% | -32.9% | -29.7% |
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