+185.2%
JBHT vs GFI
+1,104.9%
-919.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.7% | +3.0% |
| 7D | +0.4% | +18.0% | -17.6% | +0.1% |
| 30D | -2.0% | +11.5% | -13.4% | -2.2% |
| 3M | -16.3% | +2.8% | -19.1% | -16.4% |
| 6M | -8.2% | -6.4% | -1.8% | -8.3% |
| YTD | +16.3% | -1.1% | +17.4% | +16.2% |
| 1Y | +32.2% | +10.8% | +21.4% | +31.9% |
| 3Y | +34.4% | +248.8% | -214.4% | +32.0% |
| 5Y | +20.3% | +407.7% | -387.4% | +17.5% |
| 10Y | +185.2% | +1,213.7% | -1,028.4% | +196.7% |
| All | +185.2% | +1,104.9% | -919.7% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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