-38.3%
GIS vs JBHT
+31.6%
-70.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.9% |
| 7D | +0.4% | +0.2% | +0.1% | +0.4% |
| 30D | +10.1% | -2.2% | +12.2% | +10.2% |
| 3M | -3.7% | -16.5% | +12.8% | -3.0% |
| 6M | +4.3% | -8.4% | +12.7% | +4.6% |
| YTD | -19.8% | +16.1% | -35.9% | -20.4% |
| 1Y | -20.5% | +31.9% | -52.4% | -21.5% |
| 3Y | -38.3% | +34.1% | -72.4% | -44.5% |
| All | -38.3% | +31.6% | -70.0% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling