+16.4%
DBX vs GME
+720.3%
-703.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.3% |
| 7D | -8.1% | +1.6% | -9.8% | -8.2% |
| 30D | -4.9% | -6.2% | +1.3% | -4.6% |
| 3M | -2.7% | +35.8% | -38.5% | -4.4% |
| 6M | +25.2% | +10.3% | +14.9% | +24.3% |
| YTD | +19.3% | +27.2% | -8.0% | +17.4% |
| 1Y | +6.6% | +19.1% | -12.5% | +5.3% |
| 3Y | +24.6% | +103.7% | -79.1% | +11.7% |
| 5Y | +23.5% | -50.0% | +73.5% | +15.6% |
| All | +16.4% | +720.3% | -703.9% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling