-38.7%
GPN vs JBHT
+58.3%
-97.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | +0.8% | +4.9% | -4.1% | -1.0% |
| 30D | +5.8% | +0.6% | +5.2% | +5.4% |
| 3M | +37.0% | -3.2% | +40.2% | +38.1% |
| 6M | +20.1% | +17.0% | +3.2% | +11.7% |
| YTD | +20.4% | +41.7% | -21.2% | +3.4% |
| 1Y | +7.4% | +90.0% | -82.6% | -19.2% |
| 3Y | -26.1% | +47.0% | -73.1% | -39.2% |
| All | -38.7% | +58.3% | -97.0% | -53.9% |
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