-46.2%
RBLX vs GFS
-2.1%
-44.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | +8.0% | +4.5% | +3.5% | +6.4% |
| 30D | +20.2% | -8.2% | +28.4% | +23.3% |
| 3M | +3.5% | -38.9% | +42.4% | +20.4% |
| 6M | -28.9% | -2.9% | -26.1% | -33.8% |
| YTD | -45.1% | +31.8% | -76.8% | -56.3% |
| 1Y | -66.2% | +43.1% | -109.3% | -74.5% |
| 3Y | +53.5% | -20.6% | +74.1% | +43.5% |
| All | -46.2% | -2.1% | -44.1% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling