-26.7%
GPN vs JBHT
+22.5%
-49.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.4% |
| 7D | -5.6% | +7.0% | -12.7% | -7.9% |
| 30D | +13.6% | +0.5% | +13.1% | +13.2% |
| 3M | -2.8% | -17.4% | +14.5% | +3.4% |
| 6M | +38.1% | -1.7% | +39.8% | +36.8% |
| YTD | +19.9% | +20.7% | -0.8% | +8.6% |
| 1Y | +23.4% | +41.1% | -17.7% | +4.9% |
| 3Y | -12.6% | +38.0% | -50.6% | -27.2% |
| All | -26.7% | +22.5% | -49.2% | -39.9% |
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