+204.7%
GDX vs JBHT
+28.2%
+176.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +4.9% | +1.7% |
| 7D | +5.4% | -1.4% | +6.8% | +5.6% |
| 30D | -2.8% | -3.1% | +0.3% | -2.5% |
| 3M | +2.5% | -19.5% | +22.0% | +4.4% |
| 6M | -0.1% | -9.6% | +9.5% | +0.5% |
| YTD | 0.0% | +13.3% | -13.3% | -1.1% |
| 1Y | +22.2% | +29.7% | -7.5% | +20.4% |
| All | +204.7% | +28.2% | +176.5% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling