-27.2%
JOBY vs GFS
0.0%
-27.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.2% |
| 7D | -5.2% | +3.8% | -9.0% | -7.1% |
| 30D | -19.7% | -11.7% | -8.0% | -14.8% |
| 3M | -31.7% | -41.8% | +10.0% | -11.8% |
| 6M | -37.5% | +6.6% | -44.2% | -42.6% |
| YTD | -51.6% | +34.6% | -86.2% | -61.8% |
| 1Y | -53.3% | +46.2% | -99.4% | -64.9% |
| 3Y | -12.2% | -20.3% | +8.1% | -12.5% |
| All | -27.2% | 0.0% | -27.2% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling