-60.6%
GNRC vs JBHT
+17.1%
-77.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.9% |
| 7D | -10.7% | -1.6% | -9.1% | -9.8% |
| 30D | -20.1% | -2.3% | -17.8% | -19.3% |
| 3M | -16.3% | -18.5% | +2.2% | -7.6% |
| 6M | -33.9% | -11.3% | -22.6% | -31.2% |
| YTD | +29.6% | +12.6% | +17.1% | +16.3% |
| 1Y | +14.9% | +29.8% | -14.8% | -5.1% |
| 3Y | +72.5% | +28.1% | +44.4% | +35.6% |
| All | -60.6% | +17.1% | -77.7% | -68.6% |
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