+104.2%
GD vs DBX
+11.7%
+92.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | -1.9% | -7.3% | +5.4% | -0.9% |
| 30D | +10.9% | -5.7% | +16.6% | +11.7% |
| 3M | -6.8% | -6.3% | -0.4% | -6.1% |
| 6M | +7.0% | +12.1% | -5.1% | +4.6% |
| YTD | +11.1% | +16.5% | -5.4% | +7.6% |
| 1Y | +7.0% | +6.1% | +1.0% | +5.0% |
| 3Y | +59.9% | +21.8% | +38.2% | +50.9% |
| 5Y | +102.5% | +19.1% | +83.3% | +88.5% |
| All | +104.2% | +11.7% | +92.5% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling