+43.5%
DBX vs FGI
-74.8%
+118.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.2% | +0.6% |
| 7D | -3.3% | -14.4% | +11.1% | -3.0% |
| 30D | -5.9% | -11.8% | +5.9% | -5.8% |
| 3M | -6.7% | -46.2% | +39.6% | -5.7% |
| 6M | +28.0% | +5.2% | +22.8% | +26.0% |
| YTD | +20.6% | +10.5% | +10.1% | +17.9% |
| 1Y | +10.3% | +25.5% | -15.2% | +7.1% |
| 3Y | +24.0% | -16.0% | +40.0% | +19.9% |
| All | +43.5% | -74.8% | +118.3% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling