+240.4%
GS vs RBLX
+54.8%
+185.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | +3.4% | +10.2% | -6.8% | +2.1% |
| 30D | +0.2% | +18.6% | -18.4% | -2.1% |
| 3M | -0.3% | +6.0% | -6.3% | -2.5% |
| 6M | +27.4% | -29.5% | +56.8% | +31.4% |
| YTD | +19.6% | -44.7% | +64.3% | +27.3% |
| 1Y | +42.5% | -65.1% | +107.6% | +61.7% |
| 3Y | +240.4% | +54.5% | +185.9% | +207.4% |
| All | +240.4% | +54.8% | +185.6% | +207.4% |
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