+188.9%
GS vs RBLX
-46.7%
+235.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | +3.4% | +10.2% | -6.8% | +2.4% |
| 30D | +0.2% | +18.6% | -18.4% | -1.5% |
| 3M | -0.3% | +6.0% | -6.3% | -1.8% |
| 6M | +27.4% | -29.5% | +56.8% | +30.0% |
| YTD | +19.6% | -44.7% | +64.3% | +24.6% |
| 1Y | +42.5% | -65.1% | +107.6% | +54.4% |
| 3Y | +240.4% | +54.5% | +185.9% | +220.0% |
| 5Y | +188.9% | -46.3% | +235.2% | +167.0% |
| All | +188.9% | -46.7% | +235.6% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling