+3,012.0%
GLW vs JBHT
+9,288.5%
-6,276.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.6% | -9.4% | -11.9% |
| 7D | -19.7% | -1.4% | -18.4% | -19.3% |
| 30D | -38.8% | -3.1% | -35.7% | -38.3% |
| 3M | -33.9% | -19.5% | -14.3% | -29.8% |
| 6M | -36.0% | -9.6% | -26.4% | -34.6% |
| YTD | +18.7% | +13.3% | +5.4% | +13.2% |
| 1Y | +19.8% | +29.7% | -9.9% | +9.7% |
| 3Y | +294.3% | +28.3% | +266.0% | +252.2% |
| 5Y | +205.7% | +18.5% | +187.3% | +176.7% |
| 10Y | +493.8% | +198.1% | +295.6% | +312.6% |
| All | +3,012.0% | +9,288.5% | -6,276.5% | +847.2% |
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