-34.5%
RBLX vs GH
+14.2%
-48.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +5.1% | -2.5% | +7.6% | +5.9% |
| 30D | +28.0% | -4.7% | +32.7% | +29.4% |
| 3M | +4.6% | +20.2% | -15.6% | -3.2% |
| 6M | -24.7% | +78.8% | -103.4% | -39.6% |
| YTD | -43.8% | +54.1% | -97.9% | -53.2% |
| 1Y | -65.8% | +177.1% | -242.9% | -77.9% |
| 3Y | +59.4% | +371.6% | -312.3% | -30.5% |
| 5Y | -48.2% | +21.9% | -70.1% | -61.0% |
| All | -34.5% | +14.2% | -48.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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