-52.8%
GTLB vs JBHT
+32.5%
-85.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.9% | -4.3% |
| 7D | -13.5% | -1.4% | -12.1% | -12.7% |
| 30D | -5.1% | -3.1% | -2.0% | -3.4% |
| 3M | +35.5% | -19.5% | +55.0% | +52.5% |
| 6M | +97.2% | -9.6% | +106.8% | +103.3% |
| YTD | +30.5% | +13.3% | +17.2% | +11.4% |
| 1Y | +6.9% | +29.7% | -22.8% | -17.8% |
| 3Y | +15.7% | +28.3% | -12.7% | -16.1% |
| 5Y | -60.3% | +18.5% | -78.8% | -69.9% |
| All | -52.8% | +32.5% | -85.4% | -67.4% |
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