+326.3%
GDX vs JBHT
+182.5%
+143.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.5% |
| 7D | -6.8% | +7.0% | -13.8% | -7.5% |
| 30D | -2.1% | +0.5% | -2.6% | -2.2% |
| 3M | -7.5% | -17.4% | +9.8% | -5.8% |
| 6M | -15.2% | -1.7% | -13.4% | -15.4% |
| YTD | -4.8% | +20.7% | -25.5% | -7.0% |
| 1Y | +6.7% | +41.1% | -34.4% | +2.8% |
| 3Y | +212.7% | +38.0% | +174.7% | +198.9% |
| 5Y | +151.7% | +22.5% | +129.2% | +140.9% |
| All | +326.3% | +182.5% | +143.8% | +328.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling