+60.7%
GDDY vs DBX
+22.6%
+38.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -3.2% | +2.1% | -5.3% | -3.9% |
| 30D | +6.8% | +5.7% | +1.1% | +4.7% |
| 3M | +30.5% | +31.8% | -1.3% | +17.5% |
| 6M | +13.3% | +37.5% | -24.1% | +0.1% |
| YTD | -21.0% | +27.9% | -48.9% | -28.2% |
| 1Y | -34.0% | +15.0% | -49.0% | -38.0% |
| 3Y | +33.1% | +27.2% | +5.9% | +15.9% |
| 5Y | +30.3% | +12.8% | +17.5% | +15.4% |
| All | +60.7% | +22.6% | +38.1% | +20.1% |
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