+38.7%
DBX vs FGI
-70.0%
+108.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -7.3% | -4.1% | -3.2% | -7.3% |
| 30D | -5.7% | -3.4% | -2.3% | -5.7% |
| 3M | -6.3% | +61.8% | -68.1% | -8.2% |
| 6M | +12.1% | +17.0% | -4.9% | +10.2% |
| YTD | +16.5% | +31.4% | -14.9% | +13.7% |
| 1Y | +6.1% | +42.7% | -36.6% | +2.8% |
| 3Y | +21.8% | -0.1% | +21.9% | +17.4% |
| All | +38.7% | -70.0% | +108.7% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling