+185.4%
GDX vs JBHT
+17.1%
+168.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | +13.6% | -1.6% | +15.2% | +13.9% |
| 30D | +2.5% | -2.3% | +4.8% | +2.8% |
| 3M | +4.4% | -18.5% | +22.8% | +7.2% |
| 6M | -5.2% | -11.3% | +6.0% | -4.2% |
| YTD | +2.1% | +12.6% | -10.4% | -0.1% |
| 1Y | +24.7% | +29.8% | -5.1% | +19.8% |
| 3Y | +211.3% | +28.1% | +183.2% | +195.7% |
| All | +185.4% | +17.1% | +168.3% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling