-46.2%
RBLX vs GM
+78.3%
-124.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +5.1% | -2.4% | +7.5% | +6.1% |
| 30D | +28.0% | -1.1% | +29.1% | +28.4% |
| 3M | +4.6% | +6.1% | -1.5% | +1.2% |
| 6M | -24.7% | +15.0% | -39.6% | -30.1% |
| YTD | -43.8% | +6.0% | -49.8% | -46.3% |
| 1Y | -65.8% | +47.1% | -112.9% | -72.4% |
| 3Y | +59.4% | +170.5% | -111.1% | -18.0% |
| All | -46.2% | +78.3% | -124.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 5y: compounded portfolio wealth divided by compounded GM 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…
5y analysis · Full analysis span regression · 6 months rolling