+9,165.1%
JBHT vs GFI
+598.4%
+8,566.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.7% | +3.0% |
| 7D | +0.2% | +18.0% | -17.8% | -0.2% |
| 30D | -2.2% | +11.5% | -13.6% | -2.5% |
| 3M | -16.5% | +2.8% | -19.3% | -16.6% |
| 6M | -8.4% | -6.4% | -2.0% | -8.5% |
| YTD | +16.1% | -1.1% | +17.1% | +15.7% |
| 1Y | +31.9% | +10.8% | +21.1% | +31.1% |
| 3Y | +34.1% | +248.8% | -214.7% | +28.4% |
| 5Y | +20.1% | +407.7% | -387.6% | +13.1% |
| 10Y | +184.7% | +1,213.7% | -1,029.0% | +157.0% |
| All | +9,165.1% | +598.4% | +8,566.7% | +8,534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling