+23.1%
DBX vs GAP
-10.6%
+33.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | -1.8% | -6.3% | +4.5% | -0.8% |
| 30D | +2.8% | -0.2% | +3.1% | +2.6% |
| 3M | +26.8% | 0.0% | +26.7% | +26.3% |
| 6M | +32.8% | -8.1% | +40.9% | +33.0% |
| YTD | +26.1% | -16.5% | +42.5% | +27.8% |
| 1Y | +14.1% | -10.5% | +24.6% | +13.9% |
| 3Y | +25.7% | +104.0% | -78.3% | +2.9% |
| 5Y | +11.2% | +6.8% | +4.4% | -3.7% |
| All | +23.1% | -10.6% | +33.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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