-48.5%
JOBY vs GFS
+37.2%
-85.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.5% |
| 7D | -3.4% | +1.0% | -4.4% | -3.8% |
| 30D | -13.6% | -8.6% | -5.0% | -11.3% |
| 3M | -39.5% | -46.5% | +7.0% | -24.9% |
| 6M | -31.9% | -4.8% | -27.0% | -31.2% |
| YTD | -48.9% | +29.7% | -78.6% | -57.1% |
| 1Y | -48.5% | +35.8% | -84.4% | -56.6% |
| All | -48.5% | +37.2% | -85.7% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling