-33.1%
GIS vs JBHT
+21.8%
-54.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +1.5% | +0.9% | +0.6% | +1.5% |
| 30D | +9.2% | -1.1% | +10.3% | +9.3% |
| 3M | -5.4% | -14.8% | +9.4% | -4.7% |
| 6M | +3.4% | -7.4% | +10.9% | +3.7% |
| YTD | -20.5% | +17.3% | -37.8% | -21.4% |
| 1Y | -20.0% | +35.3% | -55.3% | -21.7% |
| 3Y | -38.6% | +33.9% | -72.5% | -40.8% |
| 5Y | -33.1% | +22.5% | -55.6% | -36.9% |
| All | -33.1% | +21.8% | -54.9% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling