-34.9%
JOBY vs GLDM
+130.3%
-165.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.3% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | -20.8% | +0.3% | -21.2% | -21.1% |
| 3M | -29.5% | +0.7% | -30.2% | -29.8% |
| 6M | -28.4% | -15.4% | -12.9% | -23.6% |
| YTD | -48.2% | +1.0% | -49.2% | -48.0% |
| 1Y | -49.1% | +19.7% | -68.8% | -51.0% |
| 3Y | -6.3% | +126.5% | -132.8% | -29.6% |
| 5Y | -27.2% | +142.5% | -169.7% | -49.1% |
| All | -34.9% | +130.3% | -165.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling