-34.5%
RBLX vs GWW
+246.7%
-281.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +5.1% | -3.4% | +8.4% | +6.7% |
| 30D | +28.0% | -1.9% | +29.9% | +29.0% |
| 3M | +4.6% | -2.4% | +7.0% | +4.8% |
| 6M | -24.7% | +15.7% | -40.4% | -31.1% |
| YTD | -43.8% | +27.6% | -71.4% | -51.3% |
| 1Y | -65.8% | +27.2% | -93.0% | -70.4% |
| 3Y | +59.4% | +89.7% | -30.3% | +9.0% |
| 5Y | -48.2% | +223.9% | -272.1% | -69.2% |
| All | -34.5% | +246.7% | -281.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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