+739.3%
GLD vs JBHT
+1,302.6%
-563.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.7% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -1.9% | -1.2% | -0.7% | -1.9% |
| 3M | -0.4% | -17.1% | +16.7% | -0.4% |
| 6M | -10.2% | -4.4% | -5.8% | -10.2% |
| YTD | -6.0% | +17.5% | -23.5% | -6.0% |
| 1Y | +2.8% | +32.6% | -29.8% | +2.9% |
| 3Y | +101.6% | +33.0% | +68.5% | +101.9% |
| 5Y | +122.2% | +20.3% | +101.8% | +122.5% |
| 10Y | +199.5% | +209.1% | -9.6% | +202.9% |
| All | +739.3% | +1,302.6% | -563.3% | +746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling