+35.8%
GFS vs DBX
+20.4%
+15.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +1.0% |
| 7D | +1.0% | -2.4% | +3.4% | +0.5% |
| 30D | -8.6% | -0.5% | -8.1% | -8.6% |
| 3M | -46.5% | +28.1% | -74.6% | -43.7% |
| 6M | -4.8% | +33.1% | -37.9% | 0.0% |
| YTD | +29.7% | +25.3% | +4.4% | +38.6% |
| 1Y | +35.8% | +18.3% | +17.5% | +47.6% |
| All | +35.8% | +20.4% | +15.4% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling