-7.0%
JOBY vs GPC
+0.2%
-7.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.9% |
| 7D | -14.3% | +0.4% | -14.8% | -14.4% |
| 30D | +10.2% | -6.3% | +16.5% | +11.5% |
| 3M | -38.5% | -8.2% | -30.3% | -37.6% |
| 6M | -54.1% | +27.1% | -81.2% | -57.3% |
| YTD | -61.5% | +3.1% | -64.6% | -62.7% |
| 1Y | -65.7% | +0.1% | -65.7% | -66.4% |
| 3Y | -7.0% | +0.2% | -7.2% | -22.7% |
| All | -7.0% | +0.2% | -7.1% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling