-7.0%
JOBY vs GD
+58.2%
-65.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -14.3% | +2.7% | -17.0% | -15.6% |
| 30D | +10.2% | +8.6% | +1.6% | +4.4% |
| 3M | -38.5% | -7.1% | -31.4% | -35.9% |
| 6M | -54.1% | +7.5% | -61.5% | -56.6% |
| YTD | -61.5% | +9.9% | -71.4% | -64.0% |
| 1Y | -65.7% | +7.6% | -73.2% | -67.3% |
| 3Y | -7.0% | +56.2% | -63.2% | -23.5% |
| All | -7.0% | +58.2% | -65.1% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling