+643.2%
GEV vs DBX
+37.9%
+605.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.4% |
| 7D | +8.1% | -1.3% | +9.4% | +8.2% |
| 30D | -1.9% | -2.9% | +1.0% | -1.7% |
| 3M | +4.1% | +23.8% | -19.8% | +0.9% |
| 6M | +23.2% | +26.2% | -3.0% | +18.4% |
| YTD | +48.9% | +21.6% | +27.3% | +44.9% |
| 1Y | +62.2% | +11.4% | +50.8% | +62.7% |
| All | +643.2% | +37.9% | +605.2% | +619.4% |
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