+24.6%
DBX vs FGI
+38.7%
-14.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.0% | +8.3% | +3.4% |
| 7D | -1.1% | +3.3% | -4.5% | -1.3% |
| 30D | +5.0% | -2.0% | +7.1% | +5.0% |
| 3M | +4.6% | +60.3% | -55.7% | +2.4% |
| 6M | +43.9% | +0.7% | +43.2% | +40.7% |
| YTD | +29.9% | +30.2% | -0.3% | +27.3% |
| 1Y | +24.6% | +44.4% | -19.7% | +18.2% |
| All | +24.6% | +38.7% | -14.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling