+24.9%
DBX vs GME
+579.1%
-554.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.3% | +1.3% |
| 7D | +2.1% | +10.4% | -8.3% | +1.6% |
| 30D | +5.7% | +14.1% | -8.3% | +5.0% |
| 3M | +31.8% | -4.6% | +36.4% | +32.1% |
| 6M | +37.5% | -13.5% | +51.0% | +38.3% |
| YTD | +27.9% | +5.3% | +22.6% | +27.3% |
| 1Y | +15.0% | -14.9% | +29.9% | +15.7% |
| 3Y | +27.2% | +24.3% | +2.9% | +17.2% |
| 5Y | +12.8% | -55.6% | +68.4% | +6.3% |
| All | +24.9% | +579.1% | -554.2% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling