+449.9%
GS vs JOBY
-41.1%
+491.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | 0.0% |
| 7D | +2.4% | -5.9% | +8.3% | +3.2% |
| 30D | -0.1% | -27.1% | +27.1% | +3.7% |
| 3M | +0.2% | -30.7% | +30.9% | +4.3% |
| 6M | +24.8% | -36.1% | +60.9% | +30.3% |
| YTD | +18.8% | -51.4% | +70.1% | +27.4% |
| 1Y | +37.3% | -52.2% | +89.5% | +46.4% |
| 3Y | +237.9% | -12.1% | +249.9% | +220.7% |
| 5Y | +187.0% | -31.1% | +218.2% | +160.4% |
| All | +449.9% | -41.1% | +491.0% | +406.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling