+242.3%
GS vs RBLX
-31.0%
+273.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | +2.4% | +8.0% | -5.6% | +1.7% |
| 30D | -0.1% | +20.2% | -20.2% | -1.7% |
| 3M | +0.2% | +3.5% | -3.4% | -0.9% |
| 6M | +24.8% | -28.9% | +53.7% | +27.0% |
| YTD | +18.8% | -45.1% | +63.8% | +23.2% |
| 1Y | +37.3% | -66.2% | +103.5% | +47.9% |
| 3Y | +237.9% | +53.5% | +184.4% | +220.8% |
| 5Y | +187.0% | -48.4% | +235.5% | +170.2% |
| All | +242.3% | -31.0% | +273.3% | +227.7% |
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