+21.5%
DBX vs GWRE
+70.6%
-49.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.0% | +7.3% | +4.3% |
| 7D | +0.3% | -26.2% | +26.5% | +11.7% |
| 30D | 0.0% | -17.8% | +17.8% | +6.6% |
| 3M | +26.1% | +14.2% | +11.9% | +16.7% |
| 6M | +29.4% | -12.9% | +42.3% | +31.6% |
| YTD | +24.4% | -29.2% | +53.7% | +36.6% |
| 1Y | +10.9% | -44.4% | +55.3% | +34.2% |
| 3Y | +24.1% | +51.1% | -27.0% | -11.8% |
| 5Y | +7.8% | +16.5% | -8.8% | -15.4% |
| All | +21.5% | +70.6% | -49.1% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling