+44.0%
GPN vs JBHT
+192.4%
-148.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | +20.1% | -2.3% | +22.4% | +21.1% |
| 3M | +11.4% | -18.5% | +29.8% | +20.6% |
| 6M | +40.8% | -11.3% | +52.1% | +45.6% |
| YTD | +27.1% | +12.6% | +14.5% | +16.5% |
| 1Y | +29.2% | +29.8% | -0.6% | +10.7% |
| 3Y | -9.4% | +28.1% | -37.4% | -24.9% |
| 5Y | -25.1% | +17.7% | -42.8% | -37.4% |
| All | +44.0% | +192.4% | -148.3% | -10.0% |
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