+10.4%
DBX vs GPC
+30.9%
-20.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -0.5% | +6.0% | -6.5% | -2.0% |
| 3M | +28.1% | +42.6% | -14.6% | +16.7% |
| 6M | +33.1% | +22.8% | +10.3% | +26.0% |
| YTD | +25.3% | +15.5% | +9.8% | +19.5% |
| 1Y | +18.3% | +2.0% | +16.3% | +17.1% |
| 3Y | +25.0% | -1.4% | +26.4% | +22.1% |
| All | +10.4% | +30.9% | -20.5% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling