+63.0%
RBLX vs GEHC
+2.1%
+60.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +5.1% | -7.2% | +12.2% | +7.1% |
| 30D | +28.0% | -11.6% | +39.6% | +32.3% |
| 3M | +4.6% | -0.8% | +5.5% | +4.9% |
| 6M | -24.7% | -11.9% | -12.7% | -22.4% |
| YTD | -43.8% | -21.9% | -21.9% | -40.6% |
| 1Y | -65.8% | -17.8% | -47.9% | -64.4% |
| 3Y | +59.4% | -3.5% | +62.9% | +52.3% |
| All | +63.0% | +2.1% | +60.9% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling