+188.9%
GS vs JOBY
-30.0%
+218.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +3.4% | +2.2% | +1.1% | +3.1% |
| 30D | +0.2% | -20.8% | +21.0% | +3.2% |
| 3M | -0.3% | -29.5% | +29.2% | +3.8% |
| 6M | +27.4% | -28.4% | +55.7% | +31.5% |
| YTD | +19.6% | -48.2% | +67.8% | +27.9% |
| 1Y | +42.5% | -49.1% | +91.5% | +51.3% |
| 3Y | +240.4% | -6.3% | +246.7% | +218.7% |
| 5Y | +188.9% | -27.2% | +216.1% | +155.1% |
| All | +188.9% | -30.0% | +218.9% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling