+480.5%
GME vs JBHT
+186.6%
+293.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +4.8% | +0.9% | +3.8% | +4.5% |
| 30D | -4.3% | -1.1% | -3.2% | -4.0% |
| 3M | +35.3% | -14.8% | +50.1% | +40.7% |
| 6M | +4.7% | -7.4% | +12.2% | +5.6% |
| YTD | +26.6% | +17.3% | +9.3% | +18.0% |
| 1Y | +18.3% | +35.3% | -17.0% | +5.2% |
| 3Y | +102.8% | +33.9% | +68.8% | +77.1% |
| 5Y | -48.9% | +22.5% | -71.5% | -54.7% |
| 10Y | +480.5% | +181.3% | +299.1% | +228.2% |
| All | +480.5% | +186.6% | +293.9% | +228.2% |
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 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