+35.1%
GS vs RBLX
-66.1%
+101.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -1.7% | +8.1% | -9.9% | -2.5% |
| 30D | -0.9% | +23.9% | -24.8% | -2.9% |
| 3M | +2.3% | +8.1% | -5.8% | +0.4% |
| 6M | +23.4% | -23.7% | +47.2% | +25.4% |
| YTD | +17.7% | -44.6% | +62.3% | +22.6% |
| 1Y | +35.1% | -66.2% | +101.3% | +41.5% |
| All | +35.1% | -66.1% | +101.2% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling