-39.1%
JOBY vs GFI
+384.0%
-423.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -5.2% | -2.7% | -2.5% | -4.7% |
| 30D | -19.7% | +13.2% | -33.0% | -21.7% |
| 3M | -31.7% | +28.5% | -60.2% | -35.1% |
| 6M | -37.5% | -6.2% | -31.4% | -37.6% |
| YTD | -51.6% | +8.7% | -60.3% | -52.6% |
| 1Y | -53.3% | +24.8% | -78.1% | -55.2% |
| 3Y | -12.2% | +298.0% | -310.3% | -28.6% |
| 5Y | -31.3% | +546.0% | -577.3% | -50.5% |
| All | -39.1% | +384.0% | -423.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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