-7.0%
JOBY vs GGLL
+166.5%
-173.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.3% |
| 7D | -14.3% | +7.7% | -22.0% | -16.2% |
| 30D | +10.2% | -30.2% | +40.4% | +20.2% |
| 3M | -38.5% | -31.3% | -7.2% | -32.8% |
| 6M | -54.1% | -52.1% | -2.0% | -44.8% |
| YTD | -61.5% | -25.9% | -35.7% | -60.0% |
| 1Y | -65.7% | -8.5% | -57.2% | -66.6% |
| 3Y | -7.0% | +165.5% | -172.5% | -32.8% |
| All | -7.0% | +166.5% | -173.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling