-40.1%
RBLX vs GTLB
-50.8%
+10.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | 0.0% |
| 7D | +8.0% | -6.6% | +14.6% | +10.8% |
| 30D | +20.2% | +13.7% | +6.4% | +13.6% |
| 3M | +3.5% | +52.9% | -49.4% | -13.5% |
| 6M | -28.9% | +88.5% | -117.4% | -46.7% |
| YTD | -45.1% | +23.4% | -68.5% | -51.6% |
| 1Y | -66.2% | -3.8% | -62.4% | -67.6% |
| 3Y | +53.5% | -11.5% | +65.0% | +32.3% |
| All | -40.1% | -50.8% | +10.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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