+12.4%
RBLX vs GGLL
+313.5%
-301.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +8.1% | -5.8% | +13.9% | +9.8% |
| 30D | +23.9% | -7.2% | +31.1% | +26.2% |
| 3M | +8.1% | -17.5% | +25.7% | +12.1% |
| 6M | -23.7% | +5.1% | -28.8% | -27.9% |
| YTD | -44.6% | -1.3% | -43.3% | -47.0% |
| 1Y | -66.2% | +60.2% | -126.4% | -73.0% |
| 3Y | +54.7% | +230.8% | -176.1% | -18.8% |
| All | +12.4% | +313.5% | -301.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling