+17.7%
DBX vs GME
+730.0%
-712.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -3.3% | +2.9% | -6.2% | -3.4% |
| 30D | -5.9% | -4.8% | -1.1% | -5.7% |
| 3M | -6.7% | +39.2% | -45.9% | -8.4% |
| 6M | +28.0% | +17.1% | +10.9% | +26.7% |
| YTD | +20.6% | +28.7% | -8.1% | +18.7% |
| 1Y | +10.3% | +23.3% | -13.0% | +8.8% |
| 3Y | +24.0% | +112.9% | -88.9% | +10.9% |
| 5Y | +24.2% | -48.8% | +73.1% | +16.1% |
| All | +17.7% | +730.0% | -712.2% | -35.6% |
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