+228.8%
GDX vs JBHT
+34.7%
+194.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | +11.5% | +0.9% | +10.5% | +11.3% |
| 30D | -3.1% | -1.1% | -2.0% | -3.1% |
| 3M | -4.4% | -14.8% | +10.4% | -3.1% |
| 6M | -8.6% | -7.4% | -1.1% | -8.3% |
| YTD | +0.8% | +17.3% | -16.5% | -0.6% |
| 1Y | +14.7% | +35.3% | -20.7% | +12.5% |
| 3Y | +228.8% | +33.9% | +194.8% | +207.1% |
| All | +228.8% | +34.7% | +194.0% | +207.1% |
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