+78.6%
GME vs JBHT
+28.2%
+50.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.1% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | -2.4% | -3.1% | +0.7% | -1.7% |
| 3M | +27.1% | -19.5% | +46.7% | +32.7% |
| 6M | -0.2% | -9.6% | +9.3% | +0.6% |
| YTD | +20.4% | +13.3% | +7.1% | +13.8% |
| 1Y | +9.8% | +29.7% | -19.9% | -0.3% |
| All | +78.6% | +28.2% | +50.4% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling