-39.1%
JOBY vs GDDY
+30.8%
-69.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -5.2% | -3.2% | -2.0% | -4.3% |
| 30D | -19.7% | +6.8% | -26.5% | -22.2% |
| 3M | -31.7% | +30.5% | -62.2% | -41.1% |
| 6M | -37.5% | +13.3% | -50.9% | -43.5% |
| YTD | -51.6% | -21.0% | -30.6% | -48.2% |
| 1Y | -53.3% | -34.0% | -19.3% | -45.1% |
| 3Y | -12.2% | +33.1% | -45.3% | -34.7% |
| 5Y | -31.3% | +30.3% | -61.6% | -47.3% |
| All | -39.1% | +30.8% | -69.9% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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