+339.2%
GLW vs JOBY
-3.8%
+343.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.5% |
| 7D | +7.7% | -14.3% | +22.1% | +10.7% |
| 30D | -18.8% | +10.2% | -29.0% | -20.5% |
| 3M | -27.7% | -38.5% | +10.8% | -21.7% |
| 6M | -44.4% | -54.1% | +9.6% | -37.3% |
| YTD | +31.3% | -61.5% | +92.8% | +49.6% |
| 1Y | +40.0% | -65.7% | +105.7% | +61.5% |
| 3Y | +339.2% | -7.0% | +346.2% | +332.9% |
| All | +339.2% | -3.8% | +343.0% | +332.9% |
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 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