+103.0%
GLD vs JOBY
-53.4%
+156.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +0.3% |
| 7D | -4.6% | -14.3% | +9.8% | -4.2% |
| 30D | -5.5% | +10.2% | -15.7% | -5.7% |
| 3M | -10.9% | -38.5% | +27.6% | -9.8% |
| 6M | -17.4% | -54.1% | +36.6% | -15.9% |
| YTD | -10.3% | -61.5% | +51.2% | -8.6% |
| 1Y | -7.2% | -65.7% | +58.5% | -5.3% |
| 3Y | +96.9% | -7.0% | +103.9% | +96.9% |
| 5Y | +103.8% | -44.2% | +147.9% | +104.8% |
| All | +103.0% | -53.4% | +156.4% | +112.6% |
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