+17.7%
GFS vs DBX
+22.5%
-4.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -5.0% |
| 7D | -12.5% | -1.1% | -11.4% | -12.7% |
| 30D | -16.9% | +5.0% | -22.0% | -15.7% |
| 3M | -22.3% | +4.6% | -26.9% | -20.9% |
| 6M | -40.2% | +43.9% | -84.2% | -34.7% |
| YTD | +16.0% | +29.9% | -13.9% | +27.5% |
| 1Y | +17.7% | +24.6% | -6.9% | +29.6% |
| All | +17.7% | +22.5% | -4.9% | +29.6% |
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