+140.0%
GLD vs JOBY
-32.4%
+172.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.1% |
| 7D | +0.1% | -5.9% | +6.0% | +0.3% |
| 30D | +0.2% | -27.1% | +27.3% | +1.0% |
| 3M | +3.2% | -30.7% | +34.0% | +4.1% |
| 6M | -14.6% | -36.1% | +21.4% | -13.9% |
| YTD | +1.8% | -51.4% | +53.1% | +3.0% |
| 1Y | +20.7% | -52.2% | +72.9% | +22.2% |
| 3Y | +126.5% | -12.1% | +138.6% | +126.2% |
| 5Y | +140.0% | -31.1% | +171.2% | +139.6% |
| All | +140.0% | -32.4% | +172.5% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling