+28.8%
RBLX vs GLDM
+99.9%
-71.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -3.0% |
| 7D | +1.2% | -4.6% | +5.9% | +2.6% |
| 30D | +5.0% | -5.5% | +10.4% | +6.8% |
| 3M | +31.5% | -10.9% | +42.4% | +35.4% |
| 6M | +18.9% | -17.3% | +36.3% | +24.2% |
| YTD | -38.4% | -10.2% | -28.2% | -33.7% |
| 1Y | -50.7% | -6.9% | -43.8% | -47.0% |
| 3Y | +28.8% | +98.7% | -69.9% | +28.7% |
| All | +28.8% | +99.9% | -71.1% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling