-38.9%
JOBY vs GSK
+65.8%
-104.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.2% |
| 7D | -5.9% | -3.6% | -2.3% | -5.5% |
| 30D | -27.1% | -5.9% | -21.2% | -26.7% |
| 3M | -30.7% | -4.3% | -26.5% | -30.6% |
| 6M | -36.1% | -10.8% | -25.3% | -35.4% |
| YTD | -51.4% | +1.8% | -53.2% | -51.7% |
| 1Y | -52.2% | +23.5% | -75.6% | -53.8% |
| 3Y | -12.1% | +49.5% | -61.6% | -19.6% |
| 5Y | -31.1% | +49.7% | -80.8% | -37.1% |
| All | -38.9% | +65.8% | -104.7% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling