-35.5%
RBLX vs GD
+136.6%
-172.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +10.2% | -3.5% | +13.7% | +11.2% |
| 30D | +18.6% | -9.0% | +27.7% | +21.5% |
| 3M | +6.0% | +5.1% | +0.9% | +3.9% |
| 6M | -29.5% | -1.0% | -28.4% | -29.7% |
| YTD | -44.7% | +7.3% | -52.0% | -46.1% |
| 1Y | -65.1% | +12.4% | -77.6% | -66.5% |
| 3Y | +54.5% | +73.7% | -19.2% | +27.0% |
| 5Y | -46.3% | +93.8% | -140.1% | -53.8% |
| All | -35.5% | +136.6% | -172.1% | -39.6% |
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