+17.8%
JOBY vs GGLL
+309.0%
-291.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -4.6% |
| 7D | -5.9% | -3.9% | -2.0% | -4.5% |
| 30D | -27.1% | -15.4% | -11.8% | -22.9% |
| 3M | -30.7% | -21.9% | -8.8% | -26.0% |
| 6M | -36.1% | +4.5% | -40.6% | -38.6% |
| YTD | -51.4% | -2.4% | -48.9% | -52.7% |
| 1Y | -52.2% | +57.8% | -110.0% | -61.0% |
| 3Y | -12.1% | +227.2% | -239.3% | -51.5% |
| All | +17.8% | +309.0% | -291.2% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling