+209.5%
GDXJ vs JBHT
+273.4%
-63.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.0% |
| 7D | +0.2% | +4.9% | -4.7% | -0.6% |
| 30D | +17.9% | +0.6% | +17.3% | +17.7% |
| 3M | +15.3% | -3.2% | +18.5% | +15.7% |
| 6M | -9.4% | +17.0% | -26.4% | -12.3% |
| YTD | +13.4% | +41.7% | -28.3% | +6.7% |
| 1Y | +59.7% | +90.0% | -30.3% | +43.1% |
| 3Y | +283.6% | +47.0% | +236.6% | +253.9% |
| 5Y | +217.6% | +58.3% | +159.3% | +185.7% |
| All | +209.5% | +273.4% | -63.9% | +152.5% |
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