-2.4%
GFS vs JBHT
+46.5%
-48.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | 0.0% |
| 7D | +1.0% | +4.9% | -3.9% | -1.6% |
| 30D | -8.6% | +0.6% | -9.2% | -8.9% |
| 3M | -46.5% | -3.2% | -43.3% | -45.9% |
| 6M | -4.8% | +17.0% | -21.8% | -13.7% |
| YTD | +29.7% | +41.7% | -12.0% | +5.2% |
| 1Y | +35.8% | +90.0% | -54.1% | -8.5% |
| 3Y | -18.3% | +47.0% | -65.3% | -38.3% |
| All | -2.4% | +46.5% | -48.9% | -26.3% |
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