+654.3%
GS vs JBHT
+272.5%
+381.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.2% |
| 7D | +0.9% | +4.9% | -3.9% | -1.3% |
| 30D | -1.6% | +0.6% | -2.1% | -2.0% |
| 3M | -4.5% | -3.2% | -1.3% | -4.0% |
| 6M | +20.9% | +17.0% | +3.9% | +10.6% |
| YTD | +19.9% | +41.7% | -21.8% | -0.2% |
| 1Y | +41.4% | +90.0% | -48.6% | +0.1% |
| 3Y | +239.2% | +47.0% | +192.2% | +165.6% |
| 5Y | +185.0% | +58.3% | +126.7% | +106.1% |
| All | +654.3% | +272.5% | +381.8% | +205.1% |
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