+816.6%
GLD vs JBHT
+1,591.2%
-774.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -0.8% |
| 7D | -0.5% | +4.9% | -5.4% | -0.5% |
| 30D | +4.4% | +0.6% | +3.8% | +4.4% |
| 3M | -1.1% | -3.2% | +2.1% | -1.1% |
| 6M | -13.8% | +17.0% | -30.7% | -13.8% |
| YTD | +2.6% | +41.7% | -39.0% | +2.7% |
| 1Y | +24.5% | +90.0% | -65.5% | +24.7% |
| 3Y | +125.8% | +47.0% | +78.9% | +126.1% |
| 5Y | +137.8% | +58.3% | +79.5% | +138.3% |
| 10Y | +221.4% | +273.9% | -52.5% | +225.0% |
| All | +816.6% | +1,591.2% | -774.6% | +824.2% |
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 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