+389.9%
GS vs JOBY
-53.4%
+443.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.9% |
| 7D | +5.9% | -14.3% | +20.2% | +7.8% |
| 30D | +4.3% | +10.2% | -5.9% | +2.8% |
| 3M | -11.7% | -38.5% | +26.8% | -6.7% |
| 6M | -3.2% | -54.1% | +50.9% | +5.3% |
| YTD | +5.8% | -61.5% | +67.3% | +16.4% |
| 1Y | +16.0% | -65.7% | +81.7% | +29.0% |
| 3Y | +199.8% | -7.0% | +206.7% | +184.8% |
| 5Y | +155.5% | -44.2% | +199.7% | +137.7% |
| All | +389.9% | -53.4% | +443.3% | +362.9% |
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 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