+4,542.6%
GLW vs JBHT
+11,637.0%
-7,094.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.9% |
| 7D | +3.8% | +4.9% | -1.1% | +2.3% |
| 30D | -1.3% | +0.6% | -1.9% | -1.5% |
| 3M | -21.8% | -3.2% | -18.6% | -21.0% |
| 6M | +6.9% | +17.0% | -10.1% | +1.9% |
| YTD | +77.2% | +41.7% | +35.5% | +59.0% |
| 1Y | +123.2% | +90.0% | +33.3% | +81.9% |
| 3Y | +400.0% | +47.0% | +353.0% | +330.8% |
| 5Y | +342.8% | +58.3% | +284.5% | +269.4% |
| 10Y | +771.4% | +273.9% | +497.5% | +469.3% |
| All | +4,542.6% | +11,637.0% | -7,094.4% | +1,230.4% |
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 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