+143.7%
GDXJ vs JOBY
-42.1%
+185.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.8% |
| 7D | -6.2% | -8.2% | +1.9% | -5.3% |
| 30D | +4.6% | -25.1% | +29.7% | +8.1% |
| 3M | +31.3% | -28.8% | +60.0% | +36.1% |
| 6M | -10.7% | -36.1% | +25.5% | -6.4% |
| YTD | +9.1% | -52.2% | +61.3% | +17.1% |
| 1Y | +44.1% | -52.4% | +96.5% | +54.2% |
| 3Y | +285.4% | -13.6% | +298.9% | +272.2% |
| 5Y | +228.4% | -32.2% | +260.5% | +208.3% |
| All | +143.7% | -42.1% | +185.8% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling