-37.7%
RBLX vs GLDM
+156.5%
-194.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +12.4% | -0.5% | +12.9% | +12.5% |
| 30D | +19.7% | +4.4% | +15.3% | +18.3% |
| 3M | -0.1% | -1.1% | +1.0% | +0.1% |
| 6M | -35.7% | -13.7% | -22.1% | -33.9% |
| YTD | -46.6% | +2.8% | -49.3% | -45.8% |
| 1Y | -66.6% | +24.8% | -91.5% | -67.2% |
| 3Y | +52.3% | +127.8% | -75.5% | +27.2% |
| 5Y | -47.7% | +141.1% | -188.9% | -59.9% |
| All | -37.7% | +156.5% | -194.2% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling