-50.7%
RBLX vs GGLL
-15.1%
-35.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.9% |
| 7D | +7.9% | +11.5% | -3.6% | +5.8% |
| 30D | +3.9% | -31.2% | +35.1% | +9.3% |
| 3M | +44.7% | -28.7% | +73.3% | +51.2% |
| 6M | +23.8% | -47.2% | +71.0% | +34.8% |
| YTD | -36.5% | -24.3% | -12.3% | -35.6% |
| 1Y | -50.7% | -12.0% | -38.7% | -49.7% |
| All | -50.7% | -15.1% | -35.7% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling