+471.4%
GME vs JBHT
+183.5%
+288.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.6% | +0.5% | +1.2% | +1.5% |
| 30D | -6.2% | -0.1% | -6.1% | -6.2% |
| 3M | +35.8% | -14.0% | +49.8% | +40.7% |
| 6M | +10.3% | -5.1% | +15.4% | +10.3% |
| YTD | +27.2% | +18.0% | +9.2% | +18.3% |
| 1Y | +19.1% | +36.5% | -17.4% | +5.6% |
| 3Y | +103.7% | +34.8% | +69.0% | +77.7% |
| 5Y | -50.0% | +21.4% | -71.4% | -55.6% |
| 10Y | +471.4% | +178.0% | +293.5% | +230.9% |
| All | +471.4% | +183.5% | +288.0% | +230.9% |
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