-15.3%
GIS vs JBHT
+192.4%
-207.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +3.6% | -1.6% | +5.2% | +3.7% |
| 30D | +13.9% | -2.3% | +16.2% | +14.2% |
| 3M | +0.3% | -18.5% | +18.8% | +2.3% |
| 6M | +5.0% | -11.3% | +16.2% | +5.9% |
| YTD | -18.4% | +12.6% | -30.9% | -20.0% |
| 1Y | -17.4% | +29.8% | -47.2% | -20.5% |
| 3Y | -36.9% | +28.1% | -65.0% | -40.1% |
| 5Y | -30.4% | +17.7% | -48.1% | -34.1% |
| All | -15.3% | +192.4% | -207.6% | -29.0% |
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