-29.1%
RBLX vs GLDM
+135.1%
-164.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +14.7% | +4.7% | +10.0% | +13.2% |
| 30D | +6.2% | -0.9% | +7.1% | +6.6% |
| 3M | +36.8% | -4.3% | +41.1% | +38.3% |
| 6M | +12.7% | -13.4% | +26.1% | +16.6% |
| YTD | -39.2% | -5.8% | -33.3% | -36.9% |
| 1Y | -51.3% | +2.1% | -53.4% | -50.1% |
| 3Y | +45.6% | +105.0% | -59.4% | +25.1% |
| 5Y | -36.8% | +122.5% | -159.3% | -50.7% |
| All | -29.1% | +135.1% | -164.2% | -50.1% |
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