+34.5%
DBX vs FGI
+1.5%
+33.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | -4.4% | -7.0% | +2.6% | -4.3% |
| 30D | +4.8% | -4.2% | +9.0% | +4.8% |
| 3M | +0.3% | +55.6% | -55.3% | -1.0% |
| 6M | +40.4% | -3.2% | +43.5% | +38.6% |
| YTD | +24.7% | +29.1% | -4.4% | +22.8% |
| 1Y | +20.9% | +51.0% | -30.1% | +18.6% |
| 3Y | +34.5% | +1.5% | +33.0% | +33.1% |
| All | +34.5% | +1.5% | +33.0% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling