-46.2%
RBLX vs GFI
+524.1%
-570.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +5.1% | -4.9% | +9.9% | +5.6% |
| 30D | +28.0% | +10.7% | +17.3% | +26.5% |
| 3M | +4.6% | +25.6% | -21.0% | +1.9% |
| 6M | -24.7% | -8.3% | -16.4% | -24.7% |
| YTD | -43.8% | +6.3% | -50.2% | -44.3% |
| 1Y | -65.8% | +22.1% | -87.9% | -66.4% |
| 3Y | +59.4% | +289.2% | -229.8% | +43.6% |
| All | -46.2% | +524.1% | -570.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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