+24.8%
GDX vs JBHT
+34.8%
-10.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.7% |
| 7D | +0.8% | +1.7% | -0.9% | +0.4% |
| 30D | -3.2% | -1.2% | -2.1% | -3.0% |
| 3M | +8.6% | -17.1% | +25.7% | +12.9% |
| 6M | -1.2% | -4.4% | +3.2% | -4.0% |
| YTD | -1.4% | +17.5% | -18.9% | -10.8% |
| 1Y | +24.8% | +32.6% | -7.8% | +13.2% |
| All | +24.8% | +34.8% | -10.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling