+249.6%
GDX vs JOBY
-13.5%
+263.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -2.2% | -5.2% | +3.0% | -1.5% |
| 30D | +6.8% | -19.7% | +26.5% | +9.7% |
| 3M | +24.9% | -31.7% | +56.7% | +30.6% |
| 6M | -4.2% | -37.5% | +33.3% | +0.9% |
| YTD | +13.2% | -51.6% | +64.8% | +21.5% |
| 1Y | +40.2% | -53.3% | +93.5% | +50.5% |
| 3Y | +249.6% | -12.2% | +261.8% | +238.5% |
| All | +249.6% | -13.5% | +263.1% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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