-38.9%
JOBY vs GRMN
+155.6%
-194.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.9% | -5.4% |
| 7D | -5.9% | -1.4% | -4.5% | -5.0% |
| 30D | -27.1% | -13.1% | -14.0% | -20.4% |
| 3M | -30.7% | +14.9% | -45.7% | -38.3% |
| 6M | -36.1% | +13.1% | -49.2% | -42.4% |
| YTD | -51.4% | +35.3% | -86.7% | -61.6% |
| 1Y | -52.2% | +16.0% | -68.2% | -58.6% |
| 3Y | -12.1% | +179.6% | -191.7% | -65.8% |
| 5Y | -31.1% | +75.0% | -106.1% | -61.5% |
| All | -38.9% | +155.6% | -194.4% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling