-25.8%
RBLX vs GD
+141.4%
-167.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +4.1% |
| 7D | +20.3% | -3.0% | +23.4% | +21.2% |
| 30D | +7.3% | +9.3% | -2.0% | +4.6% |
| 3M | +36.5% | -7.2% | +43.7% | +38.9% |
| 6M | +23.1% | +5.5% | +17.7% | +20.4% |
| YTD | -36.3% | +9.5% | -45.8% | -38.4% |
| 1Y | -51.7% | +6.4% | -58.1% | -52.9% |
| 3Y | +35.6% | +59.8% | -24.2% | +15.3% |
| 5Y | -52.9% | +98.0% | -150.9% | -59.5% |
| All | -25.8% | +141.4% | -167.1% | -31.0% |
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