-34.5%
RBLX vs GIS
-23.0%
-11.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | +5.1% | -6.4% | +11.4% | +3.5% |
| 30D | +28.0% | -6.1% | +34.1% | +26.3% |
| 3M | +4.6% | +7.8% | -3.2% | +7.0% |
| 6M | -24.7% | -8.8% | -15.9% | -27.4% |
| YTD | -43.8% | -19.1% | -24.7% | -48.0% |
| 1Y | -65.8% | -24.8% | -41.0% | -69.0% |
| 3Y | +59.4% | -37.6% | +96.9% | +38.0% |
| 5Y | -48.2% | -25.4% | -22.8% | -48.5% |
| All | -34.5% | -23.0% | -11.5% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling