+49.2%
GSK vs JBHT
+58.3%
-9.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | -1.8% | +4.9% | -6.7% | -2.3% |
| 30D | -2.2% | +0.6% | -2.8% | -2.3% |
| 3M | -1.8% | -3.2% | +1.4% | -1.6% |
| 6M | -10.6% | +17.0% | -27.6% | -12.2% |
| YTD | +4.4% | +41.7% | -37.2% | +0.8% |
| 1Y | +30.4% | +90.0% | -59.6% | +22.8% |
| 3Y | +60.1% | +47.0% | +13.1% | +52.8% |
| All | +49.2% | +58.3% | -9.1% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling