+17.7%
DBX vs GRMN
+494.1%
-476.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.0% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -5.9% | +3.5% | -9.4% | -7.2% |
| 3M | -0.4% | -7.3% | +7.0% | +2.0% |
| 6M | +29.8% | +21.8% | +8.1% | +19.3% |
| YTD | +20.5% | +42.8% | -22.3% | +2.9% |
| 1Y | +8.7% | +46.5% | -37.8% | -8.4% |
| 3Y | +25.9% | +158.3% | -132.4% | -22.3% |
| 5Y | +24.2% | +122.6% | -98.5% | -20.2% |
| All | +17.7% | +494.1% | -476.4% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling