+386.5%
GS vs JOBY
-45.7%
+432.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.9% |
| 7D | +1.6% | +22.1% | -20.5% | -1.0% |
| 30D | +1.7% | +8.8% | -7.2% | +0.4% |
| 3M | -11.6% | -32.8% | +21.2% | -7.6% |
| 6M | -1.9% | -45.5% | +43.6% | +4.6% |
| YTD | +5.1% | -55.2% | +60.2% | +13.5% |
| 1Y | +16.4% | -62.5% | +78.9% | +28.0% |
| 3Y | +199.0% | +14.1% | +184.9% | +177.6% |
| 5Y | +157.4% | -35.9% | +193.4% | +135.4% |
| All | +386.5% | -45.7% | +432.2% | +351.5% |
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