+606.9%
GEV vs DBX
+43.0%
+563.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -8.7% | +2.8% | -11.5% | -9.0% |
| 3M | +6.6% | +26.8% | -20.2% | +3.3% |
| 6M | +10.2% | +32.8% | -22.5% | +5.0% |
| YTD | +41.6% | +26.1% | +15.5% | +37.3% |
| 1Y | +43.9% | +14.1% | +29.8% | +45.0% |
| All | +606.9% | +43.0% | +563.9% | +582.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling