-52.6%
RBLX vs GIS
-17.8%
-34.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.2% | +3.3% | +7.8% |
| 7D | -7.5% | +8.5% | -15.9% | -8.5% |
| 30D | +10.6% | +15.3% | -4.7% | +8.2% |
| 3M | +33.3% | +0.9% | +32.3% | +32.4% |
| 6M | +3.7% | +7.9% | -4.3% | +3.0% |
| YTD | -39.1% | -17.6% | -21.6% | -44.0% |
| 1Y | -52.6% | -17.4% | -35.3% | -56.2% |
| All | -52.6% | -17.8% | -34.9% | -56.2% |
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