-52.6%
RBLX vs GFS
+15.5%
-68.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.9% | +14.4% | +8.7% |
| 7D | -7.5% | -12.5% | +5.1% | -7.0% |
| 30D | +10.6% | -16.9% | +27.5% | +11.2% |
| 3M | +33.3% | -22.3% | +55.5% | +34.3% |
| 6M | +3.7% | -40.2% | +43.9% | +4.2% |
| YTD | -39.1% | +16.0% | -55.1% | -43.0% |
| 1Y | -52.6% | +17.7% | -70.3% | -55.1% |
| All | -52.6% | +15.5% | -68.1% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling