+102.9%
GSK vs JBHT
+183.5%
-80.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -1.1% | +0.5% | -1.5% | -1.2% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +0.3% | -14.0% | +14.3% | +2.2% |
| 6M | +3.4% | -5.1% | +8.5% | +3.6% |
| YTD | +5.9% | +18.0% | -12.1% | +2.4% |
| 1Y | +8.2% | +36.5% | -28.3% | +2.4% |
| 3Y | +65.3% | +34.8% | +30.5% | +53.9% |
| 5Y | +43.3% | +21.4% | +21.9% | +33.6% |
| 10Y | +102.9% | +178.0% | -75.1% | +57.2% |
| All | +102.9% | +183.5% | -80.6% | +57.2% |
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