+202.9%
GS vs RBLX
-20.6%
+223.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +1.6% | +12.6% | -11.1% | +0.5% |
| 30D | +1.7% | +6.4% | -4.8% | +0.9% |
| 3M | -11.6% | +38.2% | -49.8% | -14.4% |
| 6M | -1.9% | +22.1% | -24.0% | -4.7% |
| YTD | +5.1% | -36.8% | +41.9% | +7.3% |
| 1Y | +16.4% | -51.4% | +67.8% | +21.5% |
| 3Y | +199.0% | +33.2% | +165.7% | +184.9% |
| 5Y | +157.4% | -46.3% | +203.7% | +137.8% |
| All | +202.9% | -20.6% | +223.5% | +185.5% |
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