+231.2%
GDXJ vs JBHT
+182.5%
+48.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | -8.1% | +7.0% | -15.1% | -9.2% |
| 30D | -5.5% | +0.5% | -6.0% | -5.6% |
| 3M | -14.6% | -17.4% | +2.8% | -12.0% |
| 6M | -23.2% | -1.7% | -21.5% | -23.5% |
| YTD | -13.0% | +20.7% | -33.7% | -16.1% |
| 1Y | +2.8% | +41.1% | -38.3% | -3.4% |
| 3Y | +221.5% | +38.0% | +183.5% | +198.3% |
| 5Y | +123.4% | +22.5% | +100.9% | +108.6% |
| All | +231.2% | +182.5% | +48.7% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling