+25.0%
RBLX vs GGLL
+210.8%
-185.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | +1.2% | +7.7% | -6.4% | -0.8% |
| 30D | +5.0% | -30.2% | +35.2% | +14.3% |
| 3M | +31.5% | -31.3% | +62.8% | +43.6% |
| 6M | +18.9% | -52.1% | +71.0% | +41.1% |
| YTD | -38.4% | -25.9% | -12.6% | -37.0% |
| 1Y | -50.7% | -8.5% | -42.3% | -53.2% |
| 3Y | +28.8% | +165.5% | -136.7% | -29.8% |
| All | +25.0% | +210.8% | -185.8% | -40.2% |
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