-39.1%
JOBY vs GPC
+58.5%
-97.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -5.2% | -3.2% | -2.0% | -4.2% |
| 30D | -19.7% | +0.5% | -20.3% | -20.0% |
| 3M | -31.7% | +31.7% | -63.5% | -39.4% |
| 6M | -37.5% | +24.7% | -62.3% | -43.4% |
| YTD | -51.6% | +11.8% | -63.4% | -54.8% |
| 1Y | -53.3% | -3.0% | -50.3% | -53.7% |
| 3Y | -12.2% | -1.1% | -11.1% | -17.9% |
| 5Y | -31.3% | +30.5% | -61.8% | -43.7% |
| All | -39.1% | +58.5% | -97.7% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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