-39.9%
JOBY vs GWW
+235.2%
-275.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -8.2% | -3.1% | -5.0% | -6.7% |
| 30D | -25.1% | -2.3% | -22.7% | -24.3% |
| 3M | -28.8% | -3.3% | -25.5% | -28.1% |
| 6M | -36.1% | +15.4% | -51.5% | -41.6% |
| YTD | -52.2% | +26.7% | -78.9% | -58.7% |
| 1Y | -52.4% | +29.0% | -81.4% | -59.2% |
| 3Y | -13.6% | +89.0% | -102.5% | -40.3% |
| 5Y | -32.2% | +221.8% | -253.9% | -63.6% |
| All | -39.9% | +235.2% | -275.1% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling