-43.5%
JOBY vs GLDM
+114.8%
-158.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +12.3% |
| 7D | +21.0% | +4.7% | +16.4% | +18.4% |
| 30D | +3.1% | -0.9% | +4.0% | +3.5% |
| 3M | -27.9% | -4.3% | -23.6% | -26.6% |
| 6M | -43.6% | -13.4% | -30.2% | -39.9% |
| YTD | -55.1% | -5.8% | -49.3% | -53.4% |
| 1Y | -58.6% | +2.1% | -60.6% | -58.1% |
| 3Y | -0.5% | +105.0% | -105.5% | -22.1% |
| 5Y | -40.5% | +122.5% | -163.0% | -56.6% |
| All | -43.5% | +114.8% | -158.3% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling