+8.4%
RBLX vs GGLL
+328.7%
-320.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +5.0% |
| 7D | +12.4% | -4.8% | +17.2% | +13.7% |
| 30D | +19.7% | -13.7% | +33.4% | +24.2% |
| 3M | -0.1% | -21.9% | +21.8% | +5.2% |
| 6M | -35.7% | +11.7% | -47.4% | -40.3% |
| YTD | -46.6% | +2.3% | -48.8% | -49.3% |
| 1Y | -66.6% | +76.2% | -142.8% | -74.1% |
| 3Y | +52.3% | +245.0% | -192.7% | -21.1% |
| All | +8.4% | +328.7% | -320.2% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling