+204.0%
GS vs RBLX
-20.3%
+224.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.2% |
| 7D | +5.1% | +7.9% | -2.8% | +4.4% |
| 30D | +2.4% | +3.9% | -1.4% | +1.9% |
| 3M | -11.5% | +44.7% | -56.2% | -14.6% |
| 6M | -2.5% | +23.8% | -26.3% | -5.4% |
| YTD | +5.5% | -36.5% | +42.0% | +7.7% |
| 1Y | +11.0% | -50.7% | +61.8% | +15.8% |
| 3Y | +200.1% | +33.8% | +166.2% | +185.8% |
| 5Y | +154.7% | -52.2% | +206.9% | +135.1% |
| All | +204.0% | -20.3% | +224.3% | +186.4% |
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 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