-12.2%
JOBY vs GNRC
+61.6%
-73.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | -0.3% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -19.7% | -15.7% | -4.0% | -12.4% |
| 3M | -31.7% | -27.3% | -4.4% | -20.3% |
| 6M | -37.5% | -12.1% | -25.5% | -35.4% |
| YTD | -51.6% | +37.1% | -88.7% | -62.4% |
| 1Y | -53.3% | -0.5% | -52.8% | -56.6% |
| 3Y | -12.2% | +61.5% | -73.7% | -40.4% |
| All | -12.2% | +61.6% | -73.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling