-35.9%
RBLX vs GH
+18.1%
-54.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +8.0% | -0.2% | +8.2% | +8.1% |
| 30D | +20.2% | -2.6% | +22.8% | +20.7% |
| 3M | +3.5% | +25.1% | -21.6% | -5.4% |
| 6M | -28.9% | +78.5% | -107.4% | -42.9% |
| YTD | -45.1% | +59.4% | -104.4% | -54.6% |
| 1Y | -66.2% | +173.9% | -240.1% | -78.1% |
| 3Y | +53.5% | +382.7% | -329.3% | -33.4% |
| 5Y | -48.4% | +24.4% | -72.8% | -61.3% |
| All | -35.9% | +18.1% | -54.0% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling