+17.7%
DBX vs GPC
+79.8%
-62.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -5.9% | -6.3% | +0.4% | -4.3% |
| 3M | -6.7% | -8.2% | +1.5% | -4.7% |
| 6M | +28.0% | +27.1% | +0.9% | +18.6% |
| YTD | +20.6% | +3.1% | +17.5% | +17.6% |
| 1Y | +10.3% | +0.1% | +10.2% | +8.3% |
| 3Y | +24.0% | +0.2% | +23.8% | +18.6% |
| 5Y | +24.2% | +4.9% | +19.4% | +15.5% |
| All | +17.7% | +79.8% | -62.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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