-50.5%
GME vs JBHT
+20.5%
-71.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.6% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | -3.7% | -2.2% | -1.5% | -2.9% |
| 3M | +33.6% | -16.5% | +50.0% | +41.9% |
| 6M | +5.4% | -8.4% | +13.8% | +6.6% |
| YTD | +27.4% | +16.1% | +11.4% | +14.4% |
| 1Y | +19.0% | +31.9% | -12.9% | +0.1% |
| 3Y | +101.5% | +34.1% | +67.4% | +61.1% |
| 5Y | -50.5% | +20.1% | -70.6% | -60.7% |
| All | -50.5% | +20.5% | -71.0% | -60.7% |
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