-45.0%
RBLX vs GFS
0.0%
-45.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.6% |
| 7D | +5.1% | +3.8% | +1.2% | +3.7% |
| 30D | +28.0% | -11.7% | +39.7% | +33.3% |
| 3M | +4.6% | -41.8% | +46.4% | +23.9% |
| 6M | -24.7% | +6.6% | -31.3% | -32.3% |
| YTD | -43.8% | +34.6% | -78.5% | -55.6% |
| 1Y | -65.8% | +46.2% | -111.9% | -74.3% |
| 3Y | +59.4% | -20.3% | +79.7% | +49.5% |
| All | -45.0% | 0.0% | -45.0% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling