+8.9%
GTLB vs JBHT
+31.9%
-23.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.3% |
| 7D | -9.6% | +0.4% | -10.0% | -9.7% |
| 30D | -14.5% | -2.0% | -12.5% | -13.9% |
| 3M | +20.9% | -16.3% | +37.2% | +28.6% |
| 6M | +81.4% | -8.2% | +89.6% | +84.3% |
| YTD | +25.6% | +16.3% | +9.2% | +11.1% |
| 1Y | +3.4% | +32.2% | -28.8% | -14.6% |
| 3Y | +8.9% | +34.4% | -25.5% | -17.0% |
| All | +8.9% | +31.9% | -23.0% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling