+310.1%
GDX vs JBHT
+192.0%
+118.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +4.1% |
| 7D | +15.6% | +0.4% | +15.1% | +15.5% |
| 30D | +2.4% | -2.0% | +4.4% | +2.6% |
| 3M | +1.7% | -16.3% | +18.0% | +3.5% |
| 6M | -3.3% | -8.2% | +4.9% | -2.8% |
| YTD | +6.6% | +16.3% | -9.7% | +4.7% |
| 1Y | +27.0% | +32.2% | -5.2% | +23.3% |
| 3Y | +243.4% | +34.4% | +209.0% | +229.8% |
| 5Y | +194.2% | +20.3% | +173.8% | +182.9% |
| 10Y | +310.1% | +185.2% | +124.9% | +431.9% |
| All | +310.1% | +192.0% | +118.1% | +431.9% |
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