+15.0%
DBX vs GME
-11.9%
+26.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.3% | +0.7% |
| 7D | +2.1% | +10.4% | -8.3% | +0.1% |
| 30D | +5.7% | +14.1% | -8.3% | +3.0% |
| 3M | +31.8% | -4.6% | +36.4% | +32.5% |
| 6M | +37.5% | -13.5% | +51.0% | +40.0% |
| YTD | +27.9% | +5.3% | +22.6% | +25.6% |
| 1Y | +15.0% | -14.9% | +29.9% | +17.5% |
| All | +15.0% | -11.9% | +26.9% | +17.5% |
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