-39.1%
JOBY vs GRMN
+166.4%
-205.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -3.0% | -1.4% |
| 7D | -5.2% | +2.4% | -7.6% | -6.6% |
| 30D | -19.7% | -8.5% | -11.3% | -15.2% |
| 3M | -31.7% | +19.5% | -51.2% | -40.7% |
| 6M | -37.5% | +21.2% | -58.7% | -46.1% |
| YTD | -51.6% | +41.0% | -92.6% | -62.7% |
| 1Y | -53.3% | +19.6% | -72.9% | -60.3% |
| 3Y | -12.2% | +183.8% | -196.0% | -65.9% |
| 5Y | -31.3% | +83.0% | -114.3% | -62.7% |
| All | -39.1% | +166.4% | -205.6% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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