-39.1%
JOBY vs GWRE
+30.5%
-69.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -5.2% | -13.2% | +8.0% | +0.4% |
| 30D | -19.7% | -18.6% | -1.1% | -14.3% |
| 3M | -31.7% | +18.9% | -50.6% | -40.6% |
| 6M | -37.5% | -11.0% | -26.6% | -38.9% |
| YTD | -51.6% | -29.9% | -21.7% | -46.6% |
| 1Y | -53.3% | -44.3% | -8.9% | -41.3% |
| 3Y | -12.2% | +51.7% | -63.9% | -49.0% |
| 5Y | -31.3% | +15.4% | -46.7% | -54.8% |
| All | -39.1% | +30.5% | -69.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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