+441.2%
GLW vs JOBY
-41.4%
+482.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.8% |
| 7D | +7.8% | -5.2% | +13.0% | +8.6% |
| 30D | -0.4% | -19.7% | +19.3% | +2.3% |
| 3M | -5.6% | -31.7% | +26.2% | -1.1% |
| 6M | +26.7% | -37.5% | +64.3% | +33.8% |
| YTD | +91.0% | -51.6% | +142.6% | +106.0% |
| 1Y | +122.4% | -53.3% | +175.7% | +139.5% |
| 3Y | +471.0% | -12.2% | +483.2% | +451.7% |
| 5Y | +385.6% | -31.3% | +416.9% | +350.7% |
| All | +441.2% | -41.4% | +482.6% | +405.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling