+170.9%
CG vs DBX
+22.6%
+148.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.3% |
| 7D | -9.9% | +2.1% | -12.0% | -10.7% |
| 30D | -11.7% | +5.7% | -17.4% | -13.6% |
| 3M | -4.3% | +31.8% | -36.1% | -14.5% |
| 6M | -8.8% | +37.5% | -46.2% | -20.9% |
| YTD | -26.9% | +27.9% | -54.8% | -34.7% |
| 1Y | -35.4% | +15.0% | -50.5% | -40.3% |
| 3Y | +43.0% | +27.2% | +15.9% | +23.1% |
| 5Y | +1.9% | +12.8% | -10.9% | -10.9% |
| All | +170.9% | +22.6% | +148.3% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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