-65.8%
JOBY vs GFS
+15.5%
-81.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.9% | +10.1% | +6.1% |
| 7D | -0.6% | -12.5% | +11.9% | +3.8% |
| 30D | -12.6% | -16.9% | +4.3% | -7.5% |
| 3M | -36.6% | -22.3% | -14.4% | -31.9% |
| 6M | -43.0% | -40.2% | -2.8% | -32.5% |
| YTD | -61.7% | +16.0% | -77.7% | -67.5% |
| 1Y | -65.8% | +17.7% | -83.4% | -72.1% |
| All | -65.8% | +15.5% | -81.3% | -72.1% |
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