-11.8%
JOBY vs GPC
-1.1%
-10.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.3% |
| 7D | -5.9% | -0.6% | -5.2% | -5.8% |
| 30D | -27.1% | +1.3% | -28.4% | -27.4% |
| 3M | -30.7% | +37.1% | -67.8% | -36.7% |
| 6M | -36.1% | +23.2% | -59.2% | -39.9% |
| YTD | -51.4% | +13.1% | -64.4% | -53.7% |
| 1Y | -52.2% | +0.9% | -53.0% | -52.9% |
| All | -11.8% | -1.1% | -10.7% | -21.5% |
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