+18.3%
DBX vs GME
-15.8%
+34.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -2.4% | +7.2% | -9.7% | -3.7% |
| 30D | -0.5% | +0.8% | -1.3% | -0.6% |
| 3M | +28.1% | -14.0% | +42.0% | +31.4% |
| 6M | +33.1% | -19.7% | +52.8% | +37.7% |
| YTD | +25.3% | -4.6% | +29.9% | +25.3% |
| 1Y | +18.3% | -14.3% | +32.7% | +22.7% |
| All | +18.3% | -15.8% | +34.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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