+24.6%
DBX vs GGLL
-11.6%
+36.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.5% | -3.3% | +2.8% |
| 7D | -1.1% | -23.1% | +22.0% | +0.5% |
| 30D | +5.0% | -32.9% | +37.9% | +7.9% |
| 3M | +4.6% | -44.9% | +49.5% | +9.0% |
| 6M | +43.9% | -49.5% | +93.5% | +49.7% |
| YTD | +29.9% | -28.9% | +58.8% | +32.6% |
| 1Y | +24.6% | -12.2% | +36.8% | +28.0% |
| All | +24.6% | -11.6% | +36.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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