+48.7%
RBLX vs GLDM
+128.8%
-80.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +12.4% | -0.5% | +12.9% | +12.5% |
| 30D | +19.7% | +4.4% | +15.3% | +18.6% |
| 3M | -0.1% | -1.1% | +1.0% | -0.1% |
| 6M | -35.7% | -13.7% | -22.1% | -34.7% |
| YTD | -46.6% | +2.8% | -49.3% | -44.3% |
| 1Y | -66.6% | +24.8% | -91.5% | -64.8% |
| All | +48.7% | +128.8% | -80.1% | +63.5% |
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 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