+14.8%
DBX vs FGI
+89.5%
-74.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -10.0% | -2.6% |
| 7D | -2.4% | +0.5% | -3.0% | -2.5% |
| 30D | -0.5% | +65.4% | -65.9% | -2.2% |
| 3M | +28.1% | +23.5% | +4.6% | +26.0% |
| 6M | +33.1% | +60.5% | -27.4% | +30.3% |
| YTD | +25.3% | +30.0% | -4.7% | +22.8% |
| All | +14.8% | +89.5% | -74.7% | +11.0% |
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