+488.8%
GS vs JBHT
+194.3%
+294.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.8% | -4.8% |
| 7D | -6.3% | -1.4% | -5.0% | -5.7% |
| 30D | -3.1% | -3.1% | -0.1% | -1.8% |
| 3M | -17.7% | -19.5% | +1.9% | -9.8% |
| 6M | -4.6% | -9.6% | +5.0% | -2.2% |
| YTD | +0.3% | +13.3% | -13.0% | -8.1% |
| 1Y | +11.7% | +29.7% | -18.0% | -4.2% |
| 3Y | +183.6% | +28.3% | +155.3% | +133.9% |
| 5Y | +141.0% | +18.5% | +122.5% | +100.0% |
| All | +488.8% | +194.3% | +294.5% | +138.8% |
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