+468.2%
GE vs DBX
+20.1%
+448.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | -11.6% | -0.5% | -11.1% | -11.7% |
| 3M | +3.0% | +28.1% | -25.0% | -3.2% |
| 6M | -0.5% | +33.1% | -33.6% | -8.3% |
| YTD | +9.7% | +25.3% | -15.5% | +2.5% |
| 1Y | +20.0% | +18.3% | +1.7% | +13.3% |
| 3Y | +275.8% | +25.0% | +250.8% | +241.8% |
| 5Y | +429.1% | +7.5% | +421.5% | +385.6% |
| All | +468.2% | +20.1% | +448.1% | +356.0% |
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 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