+23.5%
DBX vs GME
-48.9%
+72.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.3% |
| 7D | -8.1% | +1.6% | -9.8% | -8.3% |
| 30D | -4.9% | -6.2% | +1.3% | -4.5% |
| 3M | -2.7% | +35.8% | -38.5% | -5.0% |
| 6M | +25.2% | +10.3% | +14.9% | +24.0% |
| YTD | +19.3% | +27.2% | -8.0% | +16.8% |
| 1Y | +6.6% | +19.1% | -12.5% | +4.8% |
| 3Y | +24.6% | +103.7% | -79.1% | +1.7% |
| 5Y | +23.5% | -50.0% | +73.5% | +8.7% |
| All | +23.5% | -48.9% | +72.4% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling