+66.9%
JBHT vs GGLL
+328.7%
-261.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.1% |
| 7D | +4.9% | -4.8% | +9.7% | +5.5% |
| 30D | +0.6% | -13.7% | +14.3% | +2.3% |
| 3M | -3.2% | -21.9% | +18.6% | -1.1% |
| 6M | +17.0% | +11.7% | +5.3% | +12.8% |
| YTD | +41.7% | +2.3% | +39.4% | +37.9% |
| 1Y | +90.0% | +76.2% | +13.8% | +69.2% |
| 3Y | +47.0% | +245.0% | -198.0% | +10.3% |
| All | +66.9% | +328.7% | -261.8% | +17.1% |
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