-18.0%
GLD vs JOBY
-49.0%
+31.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.2% | +6.4% | -1.4% |
| 7D | -5.5% | +0.8% | -6.2% | -5.6% |
| 30D | -7.0% | +7.9% | -14.9% | -8.2% |
| 3M | -12.4% | -32.9% | +20.6% | -7.5% |
| 6M | -18.0% | -49.1% | +31.1% | -9.9% |
| All | -18.0% | -49.0% | +31.0% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling