+8,945.0%
JBHT vs GPC
+2,100.6%
+6,844.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.7% |
| 7D | -1.4% | +1.7% | -3.1% | -2.2% |
| 30D | -3.1% | -2.3% | -0.8% | -2.1% |
| 3M | -19.5% | -4.5% | -15.0% | -18.0% |
| 6M | -9.6% | +21.6% | -31.1% | -20.1% |
| YTD | +13.3% | +4.0% | +9.3% | +7.1% |
| 1Y | +29.7% | +3.5% | +26.2% | +22.9% |
| 3Y | +28.3% | +2.1% | +26.2% | +18.3% |
| 5Y | +18.5% | +5.5% | +13.0% | +5.6% |
| 10Y | +198.1% | +90.7% | +107.4% | +78.8% |
| All | +8,945.0% | +2,100.6% | +6,844.4% | +1,849.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling