+60.6%
RBLX vs GEHC
+6.6%
+54.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.3% |
| 7D | +10.2% | -5.2% | +15.4% | +11.7% |
| 30D | +18.6% | -7.0% | +25.6% | +20.9% |
| 3M | +6.0% | +3.3% | +2.6% | +5.1% |
| 6M | -29.5% | -10.0% | -19.5% | -27.7% |
| YTD | -44.7% | -18.5% | -26.2% | -42.2% |
| 1Y | -65.1% | -14.4% | -50.7% | -64.1% |
| 3Y | +54.5% | +3.4% | +51.1% | +44.9% |
| All | +60.6% | +6.6% | +54.0% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling