+2,064.0%
GS vs JBHT
+6,611.9%
-4,547.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.1% |
| 7D | +0.9% | +4.9% | -3.9% | -1.1% |
| 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% | +11.6% |
| YTD | +19.9% | +41.7% | -21.8% | +1.6% |
| 1Y | +41.4% | +90.0% | -48.6% | +3.4% |
| 3Y | +239.2% | +47.0% | +192.2% | +171.5% |
| 5Y | +185.0% | +58.3% | +126.7% | +115.6% |
| 10Y | +655.0% | +273.9% | +381.0% | +284.9% |
| All | +2,064.0% | +6,611.9% | -4,547.9% | +242.6% |
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