+14.4%
DBX vs GPC
+83.1%
-68.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.3% | -8.3% | -6.6% |
| 7D | -8.6% | +0.8% | -9.4% | -8.8% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | -6.4% | -6.6% | +0.2% | -4.8% |
| 6M | +12.7% | +22.2% | -9.5% | +5.8% |
| YTD | +17.2% | +5.1% | +12.1% | +13.7% |
| 1Y | +5.5% | +2.8% | +2.7% | +2.8% |
| 3Y | +24.1% | +2.4% | +21.8% | +18.0% |
| 5Y | +14.2% | +7.8% | +6.4% | +5.4% |
| All | +14.4% | +83.1% | -68.7% | -22.0% |
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