+119.9%
GLD vs RBLX
-22.6%
+142.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | -4.6% | +1.2% | -5.8% | -4.6% |
| 30D | -5.5% | +5.0% | -10.4% | -5.6% |
| 3M | -10.9% | +31.5% | -42.4% | -11.4% |
| 6M | -17.4% | +18.9% | -36.4% | -17.9% |
| YTD | -10.3% | -38.4% | +28.1% | -10.1% |
| 1Y | -7.2% | -50.7% | +43.6% | -6.8% |
| 3Y | +96.9% | +28.8% | +68.1% | +95.4% |
| 5Y | +103.8% | -53.6% | +157.4% | +103.9% |
| All | +119.9% | -22.6% | +142.5% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling