-0.9%
GD vs DBX
+34.7%
-35.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.7% |
| 7D | -5.3% | -2.4% | -2.8% | -5.2% |
| 30D | -6.4% | -0.5% | -5.9% | -6.4% |
| 3M | +5.7% | +28.1% | -22.3% | +4.3% |
| 6M | -0.9% | +33.1% | -34.0% | -3.0% |
| All | -0.9% | +34.7% | -35.7% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling