+23.1%
DBX vs GRMN
+462.9%
-439.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | +2.8% | -12.1% | +14.9% | +7.8% |
| 3M | +26.8% | +18.0% | +8.8% | +18.5% |
| 6M | +32.8% | +13.7% | +19.0% | +24.9% |
| YTD | +26.1% | +35.3% | -9.2% | +10.2% |
| 1Y | +14.1% | +17.2% | -3.1% | +5.0% |
| 3Y | +25.7% | +179.6% | -153.9% | -26.0% |
| 5Y | +11.2% | +75.6% | -64.4% | -21.1% |
| All | +23.1% | +462.9% | -439.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling