+362.8%
GS vs JOBY
-45.6%
+408.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.9% | -12.2% | -1.8% |
| 7D | -3.2% | +21.0% | -24.2% | -5.6% |
| 30D | -2.4% | +3.1% | -5.5% | -3.0% |
| 3M | -15.7% | -27.9% | +12.2% | -12.6% |
| 6M | -6.8% | -43.6% | +36.9% | -1.0% |
| YTD | -0.1% | -55.1% | +55.0% | +8.0% |
| 1Y | +12.1% | -58.6% | +70.7% | +22.0% |
| 3Y | +185.8% | -0.5% | +186.3% | +168.7% |
| 5Y | +140.1% | -40.5% | +180.6% | +120.4% |
| All | +362.8% | -45.6% | +408.4% | +329.4% |
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