-51.6%
JOBY vs GPC
+46.3%
-97.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | -14.3% | +0.4% | -14.8% | -14.4% |
| 30D | +10.2% | -6.3% | +16.5% | +12.5% |
| 3M | -38.5% | -8.2% | -30.3% | -36.9% |
| 6M | -54.1% | +27.1% | -81.2% | -59.0% |
| YTD | -61.5% | +3.1% | -64.6% | -63.2% |
| 1Y | -65.7% | +0.1% | -65.7% | -66.7% |
| 3Y | -7.0% | +0.2% | -7.2% | -14.8% |
| 5Y | -44.2% | +4.9% | -49.0% | -51.3% |
| All | -51.6% | +46.3% | -97.9% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling