+24.0%
DBX vs GRMN
+155.8%
-131.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | -5.9% | +1.2% | -7.1% | -6.2% |
| 3M | -6.7% | -8.9% | +2.2% | -5.1% |
| 6M | +28.0% | +23.0% | +5.0% | +21.9% |
| YTD | +20.6% | +41.2% | -20.6% | +10.4% |
| 1Y | +10.3% | +47.5% | -37.2% | -0.3% |
| 3Y | +24.0% | +155.8% | -131.7% | -5.3% |
| All | +24.0% | +155.8% | -131.8% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling