+27.2%
DBX vs GWRE
+50.1%
-22.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.1% | -13.2% | +15.3% | +6.1% |
| 30D | +5.7% | -18.6% | +24.3% | +11.0% |
| 3M | +31.8% | +18.9% | +12.9% | +24.2% |
| 6M | +37.5% | -11.0% | +48.4% | +38.1% |
| YTD | +27.9% | -29.9% | +57.8% | +35.1% |
| 1Y | +15.0% | -44.3% | +59.4% | +27.9% |
| 3Y | +27.2% | +51.7% | -24.5% | -0.1% |
| All | +27.2% | +50.1% | -22.9% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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