-34.5%
RBLX vs GPN
-54.9%
+20.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.1% | -4.6% | +9.6% | +7.1% |
| 30D | +28.0% | -0.3% | +28.3% | +28.0% |
| 3M | +4.6% | +35.4% | -30.8% | -8.1% |
| 6M | -24.7% | +21.7% | -46.3% | -31.0% |
| YTD | -43.8% | +14.9% | -58.7% | -48.0% |
| 1Y | -65.8% | +3.2% | -69.0% | -67.0% |
| 3Y | +59.4% | -27.1% | +86.5% | +75.8% |
| 5Y | -48.2% | -44.4% | -3.9% | -39.7% |
| All | -34.5% | -54.9% | +20.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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