+245.1%
GDXJ vs JBHT
+34.9%
+210.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.8% | -6.1% |
| 7D | +11.8% | +0.9% | +10.9% | +11.6% |
| 30D | -7.1% | -1.1% | -6.0% | -7.0% |
| 3M | -10.5% | -14.8% | +4.3% | -8.9% |
| 6M | -15.5% | -7.4% | -8.1% | -15.1% |
| YTD | -6.6% | +17.3% | -23.9% | -8.3% |
| 1Y | +11.3% | +35.3% | -24.0% | +8.5% |
| All | +245.1% | +34.9% | +210.2% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling