+22.3%
DBX vs GPC
+101.2%
-78.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.8% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -0.5% | +6.0% | -6.5% | -2.1% |
| 3M | +28.1% | +42.6% | -14.6% | +15.4% |
| 6M | +33.1% | +22.8% | +10.3% | +24.8% |
| YTD | +25.3% | +15.5% | +9.8% | +18.6% |
| 1Y | +18.3% | +2.0% | +16.3% | +16.2% |
| 3Y | +25.0% | -1.4% | +26.4% | +21.0% |
| 5Y | +7.5% | +30.6% | -23.1% | -6.1% |
| All | +22.3% | +101.2% | -78.9% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling