+17.7%
DBX vs GAP
-8.5%
+26.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -6.3% | -5.2% | -1.1% | -5.6% |
| 30D | -5.9% | -6.9% | +1.0% | -4.9% |
| 3M | -0.4% | +5.7% | -6.1% | -1.8% |
| 6M | +29.8% | +0.9% | +28.9% | +28.1% |
| YTD | +20.5% | -14.5% | +35.0% | +21.3% |
| 1Y | +8.7% | -12.1% | +20.8% | +8.7% |
| 3Y | +25.9% | +72.2% | -46.2% | +6.4% |
| 5Y | +24.2% | +4.5% | +19.6% | +7.8% |
| All | +17.7% | -8.5% | +26.2% | -2.4% |
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