-35.4%
RBLX vs GWW
+244.4%
-279.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +8.1% | -3.1% | +11.3% | +9.7% |
| 30D | +23.9% | -2.3% | +26.2% | +25.1% |
| 3M | +8.1% | -3.3% | +11.5% | +8.8% |
| 6M | -23.7% | +15.4% | -39.1% | -30.1% |
| YTD | -44.6% | +26.7% | -71.4% | -51.8% |
| 1Y | -66.2% | +29.0% | -95.2% | -71.0% |
| 3Y | +54.7% | +89.0% | -34.3% | +5.9% |
| 5Y | -48.9% | +221.8% | -270.7% | -69.5% |
| All | -35.4% | +244.4% | -279.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling