+103.4%
GLD vs JOBY
-42.9%
+146.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.2% | +6.4% | -2.5% |
| 7D | -5.5% | +0.8% | -6.2% | -5.5% |
| 30D | -7.0% | +7.9% | -14.9% | -7.3% |
| 3M | -12.4% | -32.9% | +20.6% | -11.4% |
| 6M | -18.0% | -49.1% | +31.1% | -16.7% |
| YTD | -10.5% | -59.5% | +49.1% | -8.9% |
| 1Y | -8.1% | -67.2% | +59.2% | -6.3% |
| 3Y | +97.7% | +2.9% | +94.8% | +97.9% |
| 5Y | +103.4% | -41.3% | +144.8% | +102.3% |
| All | +103.4% | -42.9% | +146.3% | +102.3% |
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 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