+101.8%
GD vs DBX
+15.6%
+86.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +1.9% | -6.3% | +8.2% | +2.8% |
| 30D | +9.2% | -5.9% | +15.1% | +10.0% |
| 3M | -7.5% | -0.4% | -7.1% | -7.7% |
| 6M | +5.8% | +29.8% | -24.1% | +1.2% |
| YTD | +9.8% | +20.5% | -10.7% | +5.8% |
| 1Y | +5.8% | +8.7% | -2.9% | +3.5% |
| 3Y | +58.0% | +25.9% | +32.1% | +48.4% |
| 5Y | +100.4% | +24.2% | +76.3% | +85.5% |
| All | +101.8% | +15.6% | +86.2% | +71.4% |
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