+59.4%
RBLX vs GFS
-19.7%
+79.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +5.1% | +3.8% | +1.2% | +4.4% |
| 30D | +28.0% | -11.7% | +39.7% | +30.4% |
| 3M | +4.6% | -41.8% | +46.4% | +12.9% |
| 6M | -24.7% | +6.6% | -31.3% | -29.0% |
| YTD | -43.8% | +34.6% | -78.5% | -50.5% |
| 1Y | -65.8% | +46.2% | -111.9% | -70.6% |
| 3Y | +59.4% | -20.3% | +79.7% | +61.0% |
| All | +59.4% | -19.7% | +79.1% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling