-37.7%
RBLX vs GPC
+41.9%
-79.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | +12.4% | +1.2% | +11.2% | +12.0% |
| 30D | +19.7% | +6.0% | +13.7% | +17.5% |
| 3M | -0.1% | +42.6% | -42.7% | -11.3% |
| 6M | -35.7% | +22.8% | -58.5% | -40.2% |
| YTD | -46.6% | +15.5% | -62.0% | -49.8% |
| 1Y | -66.6% | +2.0% | -68.7% | -67.4% |
| 3Y | +52.3% | -1.4% | +53.7% | +45.2% |
| 5Y | -47.7% | +30.6% | -78.3% | -55.4% |
| All | -37.7% | +41.9% | -79.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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