+228.9%
GDX vs JBHT
+58.3%
+170.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.6% |
| 7D | -0.4% | +4.9% | -5.3% | -1.1% |
| 30D | +18.6% | +0.6% | +18.0% | +18.5% |
| 3M | +14.9% | -3.2% | +18.1% | +15.2% |
| 6M | -6.3% | +17.0% | -23.2% | -8.9% |
| YTD | +15.7% | +41.7% | -25.9% | +9.9% |
| 1Y | +54.8% | +90.0% | -35.1% | +41.7% |
| 3Y | +253.4% | +47.0% | +206.5% | +232.7% |
| All | +228.9% | +58.3% | +170.6% | +198.3% |
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