-52.0%
GTLB vs JBHT
+65.7%
-117.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | -0.7% |
| 7D | +11.1% | +4.9% | +6.2% | +7.8% |
| 30D | +37.8% | +0.6% | +37.2% | +36.6% |
| 3M | +61.6% | -3.2% | +64.8% | +62.8% |
| 6M | +98.9% | +17.0% | +82.0% | +73.6% |
| YTD | +32.8% | +41.7% | -8.9% | -0.2% |
| 1Y | +14.7% | +90.0% | -75.3% | -32.0% |
| 3Y | +1.3% | +47.0% | -45.6% | -29.9% |
| All | -52.0% | +65.7% | -117.7% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling