+11.2%
DBX vs BTG
+75.0%
-63.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | -1.8% | -5.5% | +3.6% | -1.4% |
| 30D | +2.8% | +6.1% | -3.3% | +2.4% |
| 3M | +26.8% | +38.6% | -11.9% | +23.5% |
| 6M | +32.8% | +0.7% | +32.1% | +32.4% |
| YTD | +26.1% | +20.3% | +5.7% | +22.9% |
| 1Y | +14.1% | +25.0% | -10.9% | +9.9% |
| 3Y | +25.7% | +97.3% | -71.6% | +12.1% |
| 5Y | +11.2% | +78.3% | -67.2% | -0.2% |
| All | +11.2% | +75.0% | -63.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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