-37.7%
RBLX vs GD
+138.4%
-176.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.8% |
| 7D | +12.4% | -5.3% | +17.7% | +13.9% |
| 30D | +19.7% | -6.4% | +26.1% | +21.7% |
| 3M | -0.1% | +5.7% | -5.8% | -2.2% |
| 6M | -35.7% | -0.9% | -34.8% | -36.0% |
| YTD | -46.6% | +8.2% | -54.7% | -48.1% |
| 1Y | -66.6% | +13.4% | -80.1% | -68.0% |
| 3Y | +52.3% | +68.5% | -16.2% | +26.8% |
| 5Y | -47.7% | +97.2% | -144.9% | -54.9% |
| All | -37.7% | +138.4% | -176.1% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling