+478.8%
GLW vs JBHT
+194.3%
+284.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.6% | -9.4% | -11.3% |
| 7D | -19.7% | -1.4% | -18.4% | -19.1% |
| 30D | -38.8% | -3.1% | -35.7% | -38.0% |
| 3M | -33.9% | -19.5% | -14.3% | -27.7% |
| 6M | -36.0% | -9.6% | -26.4% | -34.1% |
| YTD | +18.7% | +13.3% | +5.4% | +9.4% |
| 1Y | +19.8% | +29.7% | -9.9% | +3.4% |
| 3Y | +294.3% | +28.3% | +266.0% | +223.7% |
| 5Y | +205.7% | +18.5% | +187.3% | +153.0% |
| All | +478.8% | +194.3% | +284.5% | +188.4% |
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