+21.5%
DBX vs GFI
+1,339.6%
-1,318.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +0.3% | +4.7% | -4.4% | +0.1% |
| 30D | 0.0% | +14.4% | -14.4% | -0.4% |
| 3M | +26.1% | +32.5% | -6.4% | +25.1% |
| 6M | +29.4% | -7.2% | +36.5% | +29.5% |
| YTD | +24.4% | +10.9% | +13.6% | +23.4% |
| 1Y | +10.9% | +35.5% | -24.6% | +8.8% |
| 3Y | +24.1% | +312.1% | -288.1% | +15.8% |
| 5Y | +7.8% | +524.6% | -516.8% | -1.7% |
| All | +21.5% | +1,339.6% | -1,318.1% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling