+2,611.5%
GPN vs JBHT
+7,006.8%
-4,395.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.1% |
| 7D | +0.8% | +4.9% | -4.1% | -0.9% |
| 30D | +5.8% | +0.6% | +5.2% | +5.4% |
| 3M | +37.0% | -3.2% | +40.2% | +38.0% |
| 6M | +20.1% | +17.0% | +3.2% | +12.7% |
| YTD | +20.4% | +41.7% | -21.2% | +5.6% |
| 1Y | +7.4% | +90.0% | -82.6% | -16.1% |
| 3Y | -26.1% | +47.0% | -73.1% | -37.8% |
| 5Y | -38.5% | +58.3% | -96.8% | -50.2% |
| 10Y | +28.4% | +273.9% | -245.5% | -22.4% |
| All | +2,611.5% | +7,006.8% | -4,395.3% | +753.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling