+21.2%
GDX vs JBHT
+32.1%
-10.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.6% |
| 7D | +15.6% | +0.4% | +15.1% | +15.4% |
| 30D | +2.4% | -2.0% | +4.4% | +2.8% |
| 3M | +1.7% | -16.3% | +18.0% | +5.6% |
| 6M | -3.3% | -8.2% | +4.9% | -4.6% |
| YTD | +6.6% | +16.3% | -9.7% | -5.4% |
| All | +21.2% | +32.1% | -10.8% | +5.6% |
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