+59.9%
JBHT vs GPC
+30.9%
+29.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | +4.9% | +1.2% | +3.7% | +4.4% |
| 30D | +0.6% | +6.0% | -5.4% | -1.8% |
| 3M | -3.2% | +42.6% | -45.8% | -17.2% |
| 6M | +17.0% | +22.8% | -5.8% | +6.4% |
| YTD | +41.7% | +15.5% | +26.2% | +30.5% |
| 1Y | +90.0% | +2.0% | +87.9% | +85.4% |
| 3Y | +47.0% | -1.4% | +48.4% | +40.4% |
| All | +59.9% | +30.9% | +29.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling