+767.2%
GLW vs JBHT
+272.5%
+494.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.4% |
| 7D | +3.8% | +4.9% | -1.1% | +1.5% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | -21.8% | -3.2% | -18.6% | -20.7% |
| 6M | +6.9% | +17.0% | -10.1% | -1.1% |
| YTD | +77.2% | +41.7% | +35.5% | +49.0% |
| 1Y | +123.2% | +90.0% | +33.3% | +60.6% |
| 3Y | +400.0% | +47.0% | +353.0% | +291.9% |
| 5Y | +342.8% | +58.3% | +284.5% | +219.8% |
| All | +767.2% | +272.5% | +494.7% | +270.6% |
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