+493.9%
GLW vs JBHT
+192.4%
+301.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -13.9% | -1.6% | -12.3% | -13.2% |
| 30D | -35.0% | -2.3% | -32.7% | -34.4% |
| 3M | -32.4% | -18.5% | -13.9% | -26.5% |
| 6M | -41.3% | -11.3% | -30.1% | -39.1% |
| YTD | +21.8% | +12.6% | +9.3% | +12.5% |
| 1Y | +21.8% | +29.8% | -7.9% | +5.2% |
| 3Y | +307.7% | +28.1% | +279.6% | +234.7% |
| 5Y | +213.7% | +17.7% | +196.0% | +160.4% |
| All | +493.9% | +192.4% | +301.5% | +196.8% |
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