+18.7%
DBX vs GPC
+95.4%
-76.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -2.9% | -0.4% | -2.5% | -2.8% |
| 3M | +23.8% | +39.2% | -15.3% | +12.4% |
| 6M | +26.2% | +18.2% | +8.0% | +19.6% |
| YTD | +21.6% | +12.1% | +9.5% | +16.1% |
| 1Y | +11.4% | -0.7% | +12.1% | +10.2% |
| 3Y | +21.3% | -1.7% | +22.9% | +17.2% |
| 5Y | +6.7% | +29.3% | -22.6% | -6.7% |
| All | +18.7% | +95.4% | -76.7% | -20.3% |
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