+401.9%
GLW vs JOBY
-38.2%
+440.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.9% |
| 7D | +3.8% | -3.4% | +7.2% | +4.2% |
| 30D | -1.3% | -13.6% | +12.2% | +0.3% |
| 3M | -21.8% | -39.5% | +17.7% | -16.9% |
| 6M | +6.9% | -31.9% | +38.7% | +11.7% |
| YTD | +77.2% | -48.9% | +126.1% | +89.8% |
| 1Y | +123.2% | -48.5% | +171.8% | +137.9% |
| 3Y | +400.0% | -8.0% | +408.0% | +380.2% |
| 5Y | +342.8% | -33.7% | +376.5% | +309.7% |
| All | +401.9% | -38.2% | +440.0% | +365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling