+126.4%
GLD vs JOBY
-42.1%
+168.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | -3.4% | -8.2% | +4.8% | -3.2% |
| 30D | -1.1% | -25.1% | +23.9% | -0.4% |
| 3M | +5.8% | -28.8% | +34.6% | +6.6% |
| 6M | -17.1% | -36.1% | +19.1% | -16.3% |
| YTD | 0.0% | -52.2% | +52.2% | +1.3% |
| 1Y | +18.2% | -52.4% | +70.6% | +19.8% |
| 3Y | +122.6% | -13.6% | +136.1% | +121.9% |
| 5Y | +137.1% | -32.2% | +169.2% | +137.0% |
| All | +126.4% | -42.1% | +168.5% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling