+199.8%
GS vs RBLX
+31.2%
+168.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.7% |
| 7D | +5.9% | +1.2% | +4.6% | +5.7% |
| 30D | +4.3% | +5.0% | -0.7% | +3.4% |
| 3M | -11.7% | +31.5% | -43.2% | -15.3% |
| 6M | -3.2% | +18.9% | -22.1% | -7.3% |
| YTD | +5.8% | -38.4% | +44.2% | +10.6% |
| 1Y | +16.0% | -50.7% | +66.7% | +25.5% |
| 3Y | +199.8% | +28.8% | +171.0% | +172.8% |
| All | +199.8% | +31.2% | +168.6% | +172.8% |
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