+471.0%
GLW vs RBLX
+55.8%
+415.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | +7.8% | +5.1% | +2.8% | +7.2% |
| 30D | -0.4% | +28.0% | -28.5% | -3.6% |
| 3M | -5.6% | +4.6% | -10.2% | -7.3% |
| 6M | +26.7% | -24.7% | +51.4% | +29.5% |
| YTD | +91.0% | -43.8% | +134.9% | +102.3% |
| 1Y | +122.4% | -65.8% | +188.2% | +151.7% |
| 3Y | +471.0% | +59.4% | +411.6% | +437.3% |
| All | +471.0% | +55.8% | +415.2% | +437.3% |
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 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