-39.1%
JOBY vs GME
+563.0%
-602.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +1.0% |
| 7D | -5.2% | +10.4% | -15.6% | -6.0% |
| 30D | -19.7% | +14.1% | -33.8% | -20.6% |
| 3M | -31.7% | -4.6% | -27.1% | -31.6% |
| 6M | -37.5% | -13.5% | -24.0% | -36.9% |
| YTD | -51.6% | +5.3% | -56.9% | -51.8% |
| 1Y | -53.3% | -14.9% | -38.4% | -52.8% |
| 3Y | -12.2% | +24.3% | -36.5% | -19.1% |
| 5Y | -31.3% | -55.6% | +24.3% | -35.4% |
| All | -39.1% | +563.0% | -602.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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