+7.8%
DBX vs GAP
+6.6%
+1.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +3.0% |
| 7D | +0.3% | -3.2% | +3.4% | +0.7% |
| 30D | 0.0% | -0.7% | +0.7% | -0.1% |
| 3M | +26.1% | -0.5% | +26.6% | +25.7% |
| 6M | +29.4% | -5.0% | +34.3% | +28.8% |
| YTD | +24.4% | -14.7% | +39.1% | +25.7% |
| 1Y | +10.9% | -8.6% | +19.5% | +10.2% |
| 3Y | +24.1% | +108.4% | -84.3% | -2.2% |
| 5Y | +7.8% | +5.8% | +2.0% | -15.5% |
| All | +7.8% | +6.6% | +1.2% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling