-35.8%
JOBY vs GD
+176.7%
-212.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.8% |
| 7D | -3.4% | -5.3% | +1.8% | -0.3% |
| 30D | -13.6% | -6.4% | -7.2% | -10.1% |
| 3M | -39.5% | +5.7% | -45.2% | -41.9% |
| 6M | -31.9% | -0.9% | -30.9% | -31.9% |
| YTD | -48.9% | +8.2% | -57.1% | -51.5% |
| 1Y | -48.5% | +13.4% | -62.0% | -52.1% |
| 3Y | -8.0% | +68.5% | -76.5% | -32.2% |
| 5Y | -33.7% | +97.2% | -130.8% | -53.7% |
| All | -35.8% | +176.7% | -212.5% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling