+668.3%
GRMN vs JBHT
+192.4%
+475.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +4.7% | -1.6% | +6.3% | +5.3% |
| 30D | +3.4% | -2.3% | +5.7% | +4.2% |
| 3M | -5.0% | -18.5% | +13.4% | +1.5% |
| 6M | +18.6% | -11.3% | +29.9% | +21.9% |
| YTD | +42.5% | +12.6% | +29.9% | +32.8% |
| 1Y | +42.3% | +29.8% | +12.6% | +25.5% |
| 3Y | +158.5% | +28.1% | +130.4% | +121.5% |
| 5Y | +123.6% | +17.7% | +105.9% | +93.7% |
| All | +668.3% | +192.4% | +475.9% | +341.9% |
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 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