+5.5%
GD vs DBX
+4.4%
+1.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +2.5% |
| 7D | -3.0% | -8.6% | +5.5% | -2.6% |
| 30D | +9.3% | -5.2% | +14.5% | +9.5% |
| 3M | -7.2% | -6.4% | -0.8% | -6.9% |
| 6M | +5.5% | +12.7% | -7.3% | +4.8% |
| YTD | +9.5% | +17.2% | -7.7% | +6.2% |
| All | +5.5% | +4.4% | +1.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling