+52.5%
DBX vs GGLL
+217.5%
-165.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.4% |
| 7D | -6.3% | +11.5% | -17.8% | -8.1% |
| 30D | -5.9% | -31.2% | +25.4% | -0.4% |
| 3M | -0.4% | -28.7% | +28.3% | +4.5% |
| 6M | +29.8% | -47.2% | +77.0% | +42.0% |
| YTD | +20.5% | -24.3% | +44.8% | +21.6% |
| 1Y | +8.7% | -12.0% | +20.6% | +5.6% |
| 3Y | +25.9% | +169.6% | -143.7% | -13.9% |
| All | +52.5% | +217.5% | -165.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling