+245.6%
GS vs RBLX
-32.9%
+278.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.3% |
| 7D | +0.9% | +12.4% | -11.5% | -0.1% |
| 30D | -1.6% | +19.7% | -21.2% | -3.2% |
| 3M | -4.5% | -0.1% | -4.4% | -5.2% |
| 6M | +20.9% | -35.7% | +56.6% | +24.1% |
| YTD | +19.9% | -46.6% | +66.4% | +24.7% |
| 1Y | +41.4% | -66.6% | +108.0% | +52.5% |
| 3Y | +239.2% | +52.3% | +186.9% | +222.3% |
| 5Y | +185.0% | -47.7% | +232.8% | +169.0% |
| All | +245.6% | -32.9% | +278.5% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling