+7.8%
DBX vs GRMN
+75.7%
-67.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.7% |
| 30D | 0.0% | -13.1% | +13.1% | +4.8% |
| 3M | +26.1% | +14.9% | +11.2% | +19.7% |
| 6M | +29.4% | +13.1% | +16.2% | +22.7% |
| YTD | +24.4% | +35.3% | -10.9% | +9.9% |
| 1Y | +10.9% | +16.0% | -5.1% | +3.3% |
| 3Y | +24.1% | +179.6% | -155.5% | -29.5% |
| 5Y | +7.8% | +75.0% | -67.3% | -27.9% |
| All | +7.8% | +75.7% | -67.9% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling