-34.9%
JOBY vs GPC
+59.0%
-93.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -20.8% | -0.4% | -20.4% | -20.8% |
| 3M | -29.5% | +39.2% | -68.7% | -38.8% |
| 6M | -28.4% | +18.2% | -46.6% | -33.7% |
| YTD | -48.2% | +12.1% | -60.3% | -51.7% |
| 1Y | -49.1% | -0.7% | -48.4% | -50.0% |
| 3Y | -6.3% | -1.7% | -4.6% | -12.0% |
| 5Y | -27.2% | +29.3% | -56.5% | -40.2% |
| All | -34.9% | +59.0% | -93.9% | -48.6% |
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