+1,833.6%
GS vs JBHT
+5,466.7%
-3,633.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +0.3% | +1.7% | -1.4% | -0.4% |
| 30D | +3.9% | -1.2% | +5.0% | +4.2% |
| 3M | -11.4% | -17.1% | +5.7% | -4.8% |
| 6M | +3.7% | -4.4% | +8.1% | +3.8% |
| YTD | +7.1% | +17.5% | -10.4% | -2.3% |
| 1Y | +19.7% | +32.6% | -12.9% | +3.5% |
| 3Y | +202.8% | +33.0% | +169.8% | +151.7% |
| 5Y | +156.7% | +20.3% | +136.4% | +117.7% |
| 10Y | +548.7% | +209.1% | +339.6% | +256.8% |
| All | +1,833.6% | +5,466.7% | -3,633.2% | +229.5% |
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