-35.9%
RBLX vs GRMN
+142.8%
-178.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +8.0% | -1.4% | +9.4% | +8.9% |
| 30D | +20.2% | -13.1% | +33.2% | +30.0% |
| 3M | +3.5% | +14.9% | -11.4% | -5.5% |
| 6M | -28.9% | +13.1% | -42.0% | -34.5% |
| YTD | -45.1% | +35.3% | -80.3% | -54.6% |
| 1Y | -66.2% | +16.0% | -82.2% | -69.8% |
| 3Y | +53.5% | +179.6% | -126.1% | -44.5% |
| 5Y | -48.4% | +75.0% | -123.5% | -76.3% |
| All | -35.9% | +142.8% | -178.8% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling