-54.6%
GTLB vs JBHT
+36.0%
-90.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.9% |
| 7D | -9.6% | +0.4% | -10.0% | -9.8% |
| 30D | -14.5% | -2.0% | -12.5% | -13.6% |
| 3M | +20.9% | -16.3% | +37.2% | +32.6% |
| 6M | +81.4% | -8.2% | +89.6% | +85.4% |
| YTD | +25.6% | +16.3% | +9.2% | +5.3% |
| 1Y | +3.4% | +32.2% | -28.8% | -21.3% |
| 3Y | +8.9% | +34.4% | -25.5% | -23.9% |
| 5Y | -64.0% | +20.3% | -84.3% | -72.9% |
| All | -54.6% | +36.0% | -90.7% | -69.2% |
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