+126.1%
GLD vs JOBY
-13.1%
+139.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.2% |
| 7D | +0.1% | -5.9% | +6.0% | +0.4% |
| 30D | +0.2% | -27.1% | +27.3% | +1.5% |
| 3M | +3.2% | -30.7% | +34.0% | +4.6% |
| 6M | -14.6% | -36.1% | +21.4% | -13.4% |
| YTD | +1.8% | -51.4% | +53.1% | +3.7% |
| 1Y | +20.7% | -52.2% | +72.9% | +23.1% |
| All | +126.1% | -13.1% | +139.2% | +125.3% |
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