+490.4%
GME vs JBHT
+192.4%
+298.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +3.7% | -1.6% | +5.3% | +4.2% |
| 30D | +2.2% | -2.3% | +4.5% | +2.9% |
| 3M | +30.6% | -18.5% | +49.1% | +37.5% |
| 6M | -0.2% | -11.3% | +11.1% | +1.9% |
| YTD | +25.1% | +12.6% | +12.5% | +18.0% |
| 1Y | +17.7% | +29.8% | -12.1% | +5.8% |
| 3Y | +85.7% | +28.1% | +57.6% | +64.4% |
| 5Y | -52.9% | +17.7% | -70.6% | -57.7% |
| All | +490.4% | +192.4% | +298.0% | +233.6% |
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