-17.3%
GIS vs JBHT
+182.5%
-199.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.1% |
| 7D | -3.4% | +7.0% | -10.4% | -4.1% |
| 30D | +6.9% | +0.5% | +6.4% | +6.8% |
| 3M | -10.1% | -17.4% | +7.2% | -8.5% |
| 6M | +5.9% | -1.7% | +7.6% | +5.6% |
| YTD | -21.1% | +20.7% | -41.8% | -23.3% |
| 1Y | -22.5% | +41.1% | -63.6% | -26.0% |
| 3Y | -39.0% | +38.0% | -77.0% | -42.6% |
| 5Y | -33.3% | +22.5% | -55.8% | -37.1% |
| All | -17.3% | +182.5% | -199.7% | -34.1% |
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