+121.1%
GLD vs JBHT
+15.0%
+106.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.9% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -1.8% | -3.1% | +1.3% | -1.7% |
| 3M | -3.6% | -19.5% | +15.9% | -3.0% |
| 6M | -10.2% | -9.6% | -0.7% | -10.0% |
| YTD | -5.3% | +13.3% | -18.6% | -5.5% |
| 1Y | +2.5% | +29.7% | -27.2% | +2.0% |
| 3Y | +103.2% | +28.3% | +74.9% | +102.2% |
| 5Y | +121.1% | +18.5% | +102.6% | +120.2% |
| All | +121.1% | +15.0% | +106.1% | +120.2% |
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