+146.7%
GLD vs RBLX
-29.5%
+176.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -2.0% | +5.1% | -7.0% | -2.1% |
| 30D | -1.5% | +28.0% | -29.5% | -2.0% |
| 3M | +3.2% | +4.6% | -1.4% | +3.0% |
| 6M | -16.3% | -24.7% | +8.4% | -16.1% |
| YTD | +0.6% | -43.8% | +44.5% | +1.1% |
| 1Y | +19.1% | -65.8% | +84.9% | +20.1% |
| 3Y | +123.5% | +59.4% | +64.1% | +121.6% |
| 5Y | +138.5% | -48.2% | +186.8% | +138.1% |
| All | +146.7% | -29.5% | +176.1% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RBLX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling