+3.7%
CG vs DBX
+8.4%
-4.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.0% |
| 7D | -9.8% | -1.8% | -8.0% | -9.1% |
| 30D | -10.3% | +2.8% | -13.1% | -11.6% |
| 3M | -1.7% | +26.8% | -28.4% | -13.2% |
| 6M | -9.8% | +32.8% | -42.6% | -23.5% |
| YTD | -25.6% | +26.1% | -51.7% | -35.2% |
| 1Y | -32.5% | +14.1% | -46.7% | -38.6% |
| 3Y | +45.6% | +25.7% | +19.9% | +17.0% |
| 5Y | +3.7% | +11.2% | -7.5% | -19.2% |
| All | +3.7% | +8.4% | -4.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling