+32.6%
JBHT vs GGLL
+188.6%
-156.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -1.6% | +3.1% | -4.7% | -2.0% |
| 30D | -2.3% | -36.3% | +34.0% | +2.4% |
| 3M | -18.5% | -40.4% | +21.9% | -14.1% |
| 6M | -11.3% | -54.6% | +43.3% | -4.0% |
| YTD | +12.6% | -31.1% | +43.7% | +14.0% |
| 1Y | +29.8% | -19.2% | +48.9% | +27.8% |
| 3Y | +28.1% | +151.5% | -123.4% | -1.3% |
| All | +32.6% | +188.6% | -156.0% | -3.3% |
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