+445.5%
GE vs DBX
+22.6%
+422.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.5% |
| 7D | -4.0% | +2.1% | -6.1% | -4.5% |
| 30D | -11.4% | +5.7% | -17.1% | -12.7% |
| 3M | -2.6% | +31.8% | -34.4% | -9.1% |
| 6M | -0.3% | +37.5% | -37.8% | -8.8% |
| YTD | +5.4% | +27.9% | -22.6% | -2.1% |
| 1Y | +15.5% | +15.0% | +0.5% | +10.0% |
| 3Y | +260.8% | +27.2% | +233.6% | +226.8% |
| 5Y | +421.6% | +12.8% | +408.9% | +373.6% |
| All | +445.5% | +22.6% | +422.9% | +335.7% |
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 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