-21.3%
GFS vs JBHT
+17.2%
-38.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.6% | -6.3% | -8.0% |
| 7D | -20.7% | -1.4% | -19.3% | -20.0% |
| 30D | -25.2% | -3.1% | -22.2% | -24.0% |
| 3M | -26.3% | -19.5% | -6.8% | -18.4% |
| 6M | -50.7% | -9.6% | -41.1% | -49.3% |
| YTD | +4.5% | +13.3% | -8.8% | -5.8% |
| 1Y | +2.5% | +29.7% | -27.2% | -14.4% |
| 3Y | -30.9% | +28.3% | -59.2% | -45.1% |
| 5Y | -42.6% | +18.5% | -61.1% | -51.9% |
| All | -21.3% | +17.2% | -38.5% | -34.0% |
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