-35.4%
RBLX vs GIS
-22.8%
-12.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +0.1% |
| 7D | +8.1% | -8.4% | +16.5% | +6.1% |
| 30D | +23.9% | -5.2% | +29.1% | +22.5% |
| 3M | +8.1% | +8.2% | 0.0% | +10.7% |
| 6M | -23.7% | -12.0% | -11.7% | -27.5% |
| YTD | -44.6% | -18.9% | -25.7% | -48.6% |
| 1Y | -66.2% | -23.6% | -42.6% | -69.2% |
| 3Y | +54.7% | -37.6% | +92.3% | +33.9% |
| 5Y | -48.9% | -25.2% | -23.7% | -49.2% |
| All | -35.4% | -22.8% | -12.6% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling