-63.3%
GTLB vs JBHT
+17.1%
-80.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.4% |
| 7D | -11.1% | -1.6% | -9.5% | -10.2% |
| 30D | -7.5% | -2.3% | -5.2% | -6.3% |
| 3M | +34.8% | -18.5% | +53.2% | +50.2% |
| 6M | +98.0% | -11.3% | +109.3% | +106.5% |
| YTD | +28.1% | +12.6% | +15.6% | +10.0% |
| 1Y | +5.6% | +29.8% | -24.2% | -18.7% |
| 3Y | +15.9% | +28.1% | -12.2% | -15.6% |
| All | -63.3% | +17.1% | -80.3% | -71.7% |
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