-35.8%
JOBY vs GLDM
+134.3%
-170.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -13.6% | +4.4% | -18.0% | -15.4% |
| 3M | -39.5% | -1.1% | -38.4% | -39.2% |
| 6M | -31.9% | -13.7% | -18.2% | -27.9% |
| YTD | -48.9% | +2.8% | -51.7% | -49.2% |
| 1Y | -48.5% | +24.8% | -73.4% | -51.1% |
| 3Y | -8.0% | +127.8% | -135.9% | -31.2% |
| 5Y | -33.7% | +141.1% | -174.8% | -53.4% |
| All | -35.8% | +134.3% | -170.1% | -55.5% |
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 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