+1,488.6%
GIS vs JBHT
+11,637.0%
-10,148.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.7% |
| 7D | -7.8% | +4.9% | -12.7% | -8.2% |
| 30D | +6.6% | +0.6% | +6.0% | +6.4% |
| 3M | +21.0% | -3.2% | +24.2% | +21.2% |
| 6M | -9.1% | +17.0% | -26.0% | -10.4% |
| YTD | -13.6% | +41.7% | -55.3% | -16.2% |
| 1Y | -18.0% | +90.0% | -108.0% | -22.5% |
| 3Y | -33.7% | +47.0% | -80.6% | -36.5% |
| 5Y | -19.4% | +58.3% | -77.7% | -23.9% |
| 10Y | -21.3% | +273.9% | -295.2% | -31.2% |
| All | +1,488.6% | +11,637.0% | -10,148.4% | +952.9% |
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 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