+219.3%
GLDM vs JBHT
+97.0%
+122.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -1.8% |
| 3M | -0.4% | -17.1% | +16.7% | -0.2% |
| 6M | -10.1% | -4.4% | -5.7% | -10.0% |
| YTD | -5.8% | +17.5% | -23.3% | -5.9% |
| 1Y | +3.1% | +32.6% | -29.5% | +3.0% |
| 3Y | +103.4% | +33.0% | +70.4% | +103.2% |
| 5Y | +125.5% | +20.3% | +105.2% | +125.2% |
| All | +219.3% | +97.0% | +122.2% | +219.8% |
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