+216.5%
GDXJ vs JBHT
+192.4%
+24.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +13.4% | -1.6% | +15.0% | +13.8% |
| 30D | -1.3% | -2.3% | +1.0% | -0.9% |
| 3M | -1.5% | -18.5% | +16.9% | +1.6% |
| 6M | -12.2% | -11.3% | -1.0% | -11.0% |
| YTD | -5.3% | +12.6% | -17.9% | -7.6% |
| 1Y | +22.0% | +29.8% | -7.8% | +16.5% |
| 3Y | +224.9% | +28.1% | +196.9% | +205.9% |
| 5Y | +160.6% | +17.7% | +142.9% | +145.7% |
| All | +216.5% | +192.4% | +24.1% | +285.7% |
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