-41.1%
JOBY vs GD
+180.1%
-221.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +2.0% | +2.9% |
| 7D | +28.5% | -3.0% | +31.5% | +30.5% |
| 30D | +13.6% | +9.3% | +4.3% | +7.3% |
| 3M | -28.5% | -7.2% | -21.3% | -25.6% |
| 6M | -43.1% | +5.5% | -48.6% | -45.6% |
| YTD | -53.2% | +9.5% | -62.7% | -56.1% |
| 1Y | -58.5% | +6.4% | -65.0% | -60.3% |
| 3Y | +16.6% | +59.8% | -43.2% | -11.6% |
| 5Y | -34.7% | +98.0% | -132.7% | -54.7% |
| All | -41.1% | +180.1% | -221.2% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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