-39.1%
JOBY vs GFI
+373.3%
-412.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.5% |
| 7D | -5.2% | -4.9% | -0.3% | -4.3% |
| 30D | -19.7% | +10.7% | -30.5% | -21.3% |
| 3M | -31.7% | +25.6% | -57.4% | -34.8% |
| 6M | -37.5% | -8.3% | -29.3% | -37.3% |
| YTD | -51.6% | +6.3% | -57.9% | -52.4% |
| 1Y | -53.3% | +22.1% | -75.4% | -55.0% |
| 3Y | -12.2% | +289.2% | -301.4% | -28.3% |
| 5Y | -31.3% | +531.7% | -563.0% | -50.3% |
| All | -39.1% | +373.3% | -412.4% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling