-39.1%
JOBY vs GWW
+237.4%
-276.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -5.2% | -3.4% | -1.8% | -3.5% |
| 30D | -19.7% | -1.9% | -17.8% | -19.0% |
| 3M | -31.7% | -2.4% | -29.3% | -31.4% |
| 6M | -37.5% | +15.7% | -53.3% | -43.0% |
| YTD | -51.6% | +27.6% | -79.2% | -58.3% |
| 1Y | -53.3% | +27.2% | -80.5% | -59.7% |
| 3Y | -12.2% | +89.7% | -101.9% | -39.5% |
| 5Y | -31.3% | +223.9% | -255.2% | -63.2% |
| All | -39.1% | +237.4% | -276.6% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling