-28.0%
JOBY vs GIS
-25.1%
-3.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.2% |
| 7D | -5.2% | -6.4% | +1.2% | -7.6% |
| 30D | -19.7% | -6.1% | -13.6% | -21.6% |
| 3M | -31.7% | +7.8% | -39.6% | -29.1% |
| 6M | -37.5% | -8.8% | -28.7% | -38.8% |
| YTD | -51.6% | -19.1% | -32.5% | -54.4% |
| 1Y | -53.3% | -24.8% | -28.5% | -57.0% |
| 3Y | -12.2% | -37.6% | +25.3% | -24.2% |
| All | -28.0% | -25.1% | -3.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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