+86.9%
JOBY vs GEHC
+6.6%
+80.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +3.0% |
| 7D | +2.2% | -5.2% | +7.4% | +5.0% |
| 30D | -20.8% | -7.0% | -13.9% | -17.9% |
| 3M | -29.5% | +3.3% | -32.8% | -32.2% |
| 6M | -28.4% | -10.0% | -18.4% | -25.7% |
| YTD | -48.2% | -18.5% | -29.7% | -43.2% |
| 1Y | -49.1% | -14.4% | -34.7% | -46.2% |
| 3Y | -6.3% | +3.4% | -9.7% | -15.7% |
| All | +86.9% | +6.6% | +80.3% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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