+216.0%
GLD vs JBHT
+272.5%
-56.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -0.9% |
| 7D | -0.5% | +4.9% | -5.4% | -0.6% |
| 30D | +4.4% | +0.6% | +3.8% | +4.4% |
| 3M | -1.1% | -3.2% | +2.1% | -1.1% |
| 6M | -13.8% | +17.0% | -30.7% | -14.0% |
| YTD | +2.6% | +41.7% | -39.0% | +2.4% |
| 1Y | +24.5% | +90.0% | -65.5% | +24.2% |
| 3Y | +125.8% | +47.0% | +78.9% | +125.4% |
| 5Y | +137.8% | +58.3% | +79.5% | +137.6% |
| All | +216.0% | +272.5% | -56.5% | +239.0% |
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