-53.3%
JOBY vs GTLB
-4.2%
-49.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | -5.2% | -5.7% | +0.5% | -4.1% |
| 30D | -19.7% | +15.1% | -34.9% | -22.4% |
| 3M | -31.7% | +65.5% | -97.2% | -39.2% |
| 6M | -37.5% | +102.9% | -140.4% | -48.1% |
| YTD | -51.6% | +25.2% | -76.8% | -53.7% |
| 1Y | -53.3% | -5.5% | -47.8% | -46.0% |
| All | -53.3% | -4.2% | -49.1% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling