-66.6%
RBLX vs GIS
-18.7%
-48.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.6% |
| 7D | +12.4% | -7.8% | +20.3% | +13.3% |
| 30D | +19.7% | +6.6% | +13.1% | +18.7% |
| 3M | -0.1% | +21.0% | -21.1% | +1.5% |
| 6M | -35.7% | -9.1% | -26.7% | -41.4% |
| YTD | -46.6% | -13.6% | -32.9% | -51.8% |
| 1Y | -66.6% | -18.0% | -48.6% | -70.6% |
| All | -66.6% | -18.7% | -48.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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