-34.5%
RBLX vs GRMN
+153.2%
-187.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.9% | -1.0% |
| 7D | +5.1% | +2.4% | +2.6% | +3.6% |
| 30D | +28.0% | -8.5% | +36.5% | +34.4% |
| 3M | +4.6% | +19.5% | -14.8% | -6.6% |
| 6M | -24.7% | +21.2% | -45.8% | -33.2% |
| YTD | -43.8% | +41.0% | -84.9% | -54.7% |
| 1Y | -65.8% | +19.6% | -85.4% | -69.9% |
| 3Y | +59.4% | +183.8% | -124.4% | -41.9% |
| 5Y | -48.2% | +83.0% | -131.2% | -76.8% |
| All | -34.5% | +153.2% | -187.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling