-66.6%
RBLX vs GFS
+37.2%
-103.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.3% |
| 7D | +12.4% | +1.0% | +11.4% | +12.4% |
| 30D | +19.7% | -8.6% | +28.3% | +20.0% |
| 3M | -0.1% | -46.5% | +46.5% | +1.6% |
| 6M | -35.7% | -4.8% | -30.9% | -38.3% |
| YTD | -46.6% | +29.7% | -76.2% | -49.8% |
| 1Y | -66.6% | +35.8% | -102.5% | -69.0% |
| All | -66.6% | +37.2% | -103.8% | -69.0% |
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