-41.1%
JOBY vs GLDM
+118.8%
-159.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.4% | +3.3% |
| 7D | +28.5% | +5.0% | +23.5% | +25.5% |
| 30D | +13.6% | -1.3% | +14.9% | +14.4% |
| 3M | -28.5% | -4.7% | -23.8% | -27.0% |
| 6M | -43.1% | -12.4% | -30.8% | -39.8% |
| YTD | -53.2% | -4.1% | -49.1% | -51.9% |
| 1Y | -58.5% | +3.3% | -61.9% | -58.4% |
| 3Y | +16.6% | +110.9% | -94.3% | -9.7% |
| 5Y | -34.7% | +124.8% | -159.5% | -52.6% |
| All | -41.1% | +118.8% | -159.9% | -57.9% |
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