+22.3%
DBX vs GRMN
+472.9%
-450.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -2.4% | -2.9% | +0.4% | -1.4% |
| 30D | -0.5% | -8.4% | +7.9% | +2.8% |
| 3M | +28.1% | +15.0% | +13.1% | +20.9% |
| 6M | +33.1% | +11.2% | +21.9% | +26.3% |
| YTD | +25.3% | +37.7% | -12.4% | +8.9% |
| 1Y | +18.3% | +18.5% | -0.1% | +8.5% |
| 3Y | +25.0% | +175.8% | -150.8% | -25.7% |
| 5Y | +7.5% | +75.1% | -67.6% | -23.5% |
| All | +22.3% | +472.9% | -450.6% | -59.0% |
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