-44.0%
JOBY vs GLDM
+110.5%
-154.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +16.4% | -2.0% | +18.4% | +17.6% |
| 30D | +14.4% | -4.4% | +18.8% | +17.0% |
| 3M | -30.2% | -8.8% | -21.3% | -27.2% |
| 6M | -45.3% | -15.9% | -29.4% | -40.8% |
| YTD | -55.5% | -7.7% | -47.8% | -53.4% |
| 1Y | -64.0% | -3.6% | -60.4% | -62.9% |
| 3Y | +13.3% | +105.2% | -91.9% | -10.9% |
| 5Y | -36.7% | +112.8% | -149.5% | -52.9% |
| All | -44.0% | +110.5% | -154.5% | -59.1% |
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