-28.2%
RBLX vs GD
+142.3%
-170.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +1.2% | +2.7% | -1.4% | +0.6% |
| 30D | +5.0% | +8.6% | -3.6% | +2.5% |
| 3M | +31.5% | -7.1% | +38.6% | +33.8% |
| 6M | +18.9% | +7.5% | +11.5% | +15.7% |
| YTD | -38.4% | +9.9% | -48.3% | -40.5% |
| 1Y | -50.7% | +7.6% | -58.3% | -52.1% |
| 3Y | +28.8% | +56.2% | -27.4% | +10.4% |
| 5Y | -53.6% | +100.6% | -154.2% | -60.0% |
| All | -28.2% | +142.3% | -170.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling