+33.5%
JBHT vs GGLL
+184.7%
-151.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -3.0% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -3.1% | -36.3% | +33.2% | +1.5% |
| 3M | -19.5% | -42.7% | +23.1% | -14.8% |
| 6M | -9.6% | -53.1% | +43.5% | -2.6% |
| YTD | +13.3% | -32.1% | +45.4% | +14.9% |
| 1Y | +29.7% | -20.1% | +49.8% | +27.9% |
| 3Y | +28.3% | +151.7% | -123.4% | -1.2% |
| All | +33.5% | +184.7% | -151.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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