+98.8%
GD vs DBX
+20.1%
+78.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.4% |
| 7D | -5.3% | -2.4% | -2.8% | -4.9% |
| 30D | -6.4% | -0.5% | -5.9% | -6.4% |
| 3M | +5.7% | +28.1% | -22.3% | +1.7% |
| 6M | -0.9% | +33.1% | -34.0% | -5.7% |
| YTD | +8.2% | +25.3% | -17.1% | +3.9% |
| 1Y | +13.4% | +18.3% | -4.9% | +9.6% |
| 3Y | +68.5% | +25.0% | +43.5% | +58.7% |
| 5Y | +97.2% | +7.5% | +89.6% | +86.7% |
| All | +98.8% | +20.1% | +78.6% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling