+8.6%
JOBY vs GGLL
+194.0%
-185.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +22.1% | +5.1% | +17.0% | +20.0% |
| 30D | +8.8% | -35.5% | +44.3% | +23.6% |
| 3M | -32.8% | -39.2% | +6.3% | -22.4% |
| 6M | -45.5% | -54.4% | +8.8% | -31.8% |
| YTD | -55.2% | -29.8% | -25.3% | -52.4% |
| 1Y | -62.5% | -20.4% | -42.1% | -62.1% |
| 3Y | +14.1% | +149.7% | -135.7% | -33.0% |
| All | +8.6% | +194.0% | -185.4% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling