+59.4%
RBLX vs GME
+18.5%
+40.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.2% |
| 7D | +5.1% | +10.4% | -5.3% | +4.6% |
| 30D | +28.0% | +14.1% | +13.9% | +27.3% |
| 3M | +4.6% | -4.6% | +9.3% | +4.8% |
| 6M | -24.7% | -13.5% | -11.1% | -24.4% |
| YTD | -43.8% | +5.3% | -49.2% | -44.2% |
| 1Y | -65.8% | -14.9% | -50.9% | -65.7% |
| 3Y | +59.4% | +24.3% | +35.1% | +54.5% |
| All | +59.4% | +18.5% | +40.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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