+389.5%
GLW vs RBLX
-29.5%
+418.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.9% |
| 7D | +7.8% | +5.1% | +2.8% | +7.3% |
| 30D | -0.4% | +28.0% | -28.5% | -2.9% |
| 3M | -5.6% | +4.6% | -10.2% | -6.8% |
| 6M | +26.7% | -24.7% | +51.4% | +28.6% |
| YTD | +91.0% | -43.8% | +134.9% | +98.7% |
| 1Y | +122.4% | -65.8% | +188.2% | +142.0% |
| 3Y | +471.0% | +59.4% | +411.6% | +433.0% |
| 5Y | +385.6% | -48.2% | +433.9% | +354.4% |
| All | +389.5% | -29.5% | +418.9% | +349.3% |
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