-12.2%
JOBY vs GSK
+47.2%
-59.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.2% | -3.5% | -1.7% | -5.2% |
| 30D | -19.7% | -3.4% | -16.3% | -19.7% |
| 3M | -31.7% | -8.1% | -23.6% | -31.6% |
| 6M | -37.5% | -11.1% | -26.4% | -37.4% |
| YTD | -51.6% | +0.7% | -52.3% | -51.6% |
| 1Y | -53.3% | +20.1% | -73.4% | -53.7% |
| 3Y | -12.2% | +46.1% | -58.3% | -17.0% |
| All | -12.2% | +47.2% | -59.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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