-35.5%
RBLX vs GSK
+71.3%
-106.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.5% |
| 7D | +10.2% | -4.2% | +14.4% | +10.2% |
| 30D | +18.6% | -7.5% | +26.1% | +18.6% |
| 3M | +6.0% | -3.3% | +9.2% | +6.0% |
| 6M | -29.5% | -9.3% | -20.1% | -29.5% |
| YTD | -44.7% | +1.6% | -46.3% | -44.8% |
| 1Y | -65.1% | +25.5% | -90.6% | -65.5% |
| 3Y | +54.5% | +49.3% | +5.2% | +49.1% |
| 5Y | -46.3% | +46.7% | -93.0% | -49.4% |
| All | -35.5% | +71.3% | -106.8% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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