-38.9%
JOBY vs GME
+523.5%
-562.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.3% | -11.4% | -6.6% |
| 7D | -5.9% | +4.8% | -10.7% | -6.3% |
| 30D | -27.1% | +5.9% | -33.0% | -27.5% |
| 3M | -30.7% | -10.7% | -20.0% | -30.2% |
| 6M | -36.1% | -19.8% | -16.3% | -35.0% |
| YTD | -51.4% | -0.9% | -50.4% | -51.4% |
| 1Y | -52.2% | -15.7% | -36.5% | -51.6% |
| 3Y | -12.1% | +12.3% | -24.4% | -18.3% |
| 5Y | -31.1% | -60.1% | +28.9% | -34.9% |
| All | -38.9% | +523.5% | -562.4% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling