-54.0%
GME vs JBHT
+17.1%
-71.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.2% |
| 7D | +3.7% | -1.6% | +5.3% | +4.4% |
| 30D | +2.2% | -2.3% | +4.5% | +3.1% |
| 3M | +30.6% | -18.5% | +49.1% | +40.1% |
| 6M | -0.2% | -11.3% | +11.1% | +2.3% |
| YTD | +25.1% | +12.6% | +12.5% | +13.7% |
| 1Y | +17.7% | +29.8% | -12.1% | -0.4% |
| 3Y | +85.7% | +28.1% | +57.6% | +52.1% |
| All | -54.0% | +17.1% | -71.1% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling