+33.7%
JBHT vs GGLL
+163.2%
-129.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.5% |
| 7D | +1.7% | -23.1% | +24.8% | +3.8% |
| 30D | -1.2% | -32.9% | +31.7% | +2.1% |
| 3M | -17.1% | -44.9% | +27.7% | -12.9% |
| 6M | -4.4% | -49.5% | +45.1% | +0.8% |
| YTD | +17.5% | -28.9% | +46.4% | +18.1% |
| 1Y | +32.6% | -12.2% | +44.8% | +29.4% |
| All | +33.7% | +163.2% | -129.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling