+126.1%
GLD vs RBLX
+52.4%
+73.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +0.1% | +8.0% | -7.9% | -0.1% |
| 30D | +0.2% | +20.2% | -20.0% | -0.4% |
| 3M | +3.2% | +3.5% | -0.3% | +2.9% |
| 6M | -14.6% | -28.9% | +14.3% | -14.3% |
| YTD | +1.8% | -45.1% | +46.8% | +2.3% |
| 1Y | +20.7% | -66.2% | +87.0% | +21.0% |
| All | +126.1% | +52.4% | +73.6% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling