+170.5%
GM vs JOBY
-13.5%
+184.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | -2.4% | -5.2% | +2.8% | -1.8% |
| 30D | -1.1% | -19.7% | +18.6% | +1.4% |
| 3M | +6.1% | -31.7% | +37.8% | +10.5% |
| 6M | +15.0% | -37.5% | +52.5% | +20.1% |
| YTD | +6.0% | -51.6% | +57.6% | +13.4% |
| 1Y | +47.1% | -53.3% | +100.4% | +55.3% |
| 3Y | +170.5% | -12.2% | +182.7% | +130.6% |
| All | +170.5% | -13.5% | +184.0% | +130.6% |
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