+187.8%
JBHT vs GPC
+85.6%
+102.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -1.6% | +1.6% | -3.2% | -2.3% |
| 30D | -2.3% | -2.1% | -0.2% | -1.5% |
| 3M | -18.5% | -6.8% | -11.7% | -16.2% |
| 6M | -11.3% | +18.6% | -29.9% | -19.3% |
| YTD | +12.6% | +2.7% | +9.9% | +8.0% |
| 1Y | +29.8% | +1.8% | +28.0% | +25.0% |
| 3Y | +28.1% | +1.1% | +27.0% | +19.8% |
| 5Y | +17.7% | +4.1% | +13.6% | +6.9% |
| All | +187.8% | +85.6% | +102.2% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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