+15.0%
DBX vs GFI
+26.4%
-11.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.4% |
| 7D | +2.1% | -4.9% | +6.9% | +1.9% |
| 30D | +5.7% | +10.7% | -5.0% | +6.5% |
| 3M | +31.8% | +25.6% | +6.2% | +34.0% |
| 6M | +37.5% | -8.3% | +45.7% | +38.6% |
| YTD | +27.9% | +6.3% | +21.6% | +27.6% |
| 1Y | +15.0% | +22.1% | -7.0% | +11.1% |
| All | +15.0% | +26.4% | -11.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling