-35.5%
RBLX vs GLDM
+152.1%
-187.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +10.2% | +0.7% | +9.5% | +10.0% |
| 30D | +18.6% | +0.3% | +18.3% | +18.4% |
| 3M | +6.0% | +0.7% | +5.3% | +5.7% |
| 6M | -29.5% | -15.4% | -14.0% | -27.0% |
| YTD | -44.7% | +1.0% | -45.7% | -43.7% |
| 1Y | -65.1% | +19.7% | -84.9% | -65.5% |
| 3Y | +54.5% | +126.5% | -72.0% | +29.0% |
| 5Y | -46.3% | +142.5% | -188.8% | -59.3% |
| All | -35.5% | +152.1% | -187.6% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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