-12.3%
GFS vs DBX
+8.1%
-20.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +7.1% |
| 7D | -3.1% | -8.6% | +5.5% | -0.2% |
| 30D | -16.0% | -5.2% | -10.8% | -14.9% |
| 3M | -24.7% | -6.4% | -18.3% | -24.1% |
| 6M | -45.1% | +12.7% | -57.9% | -50.3% |
| YTD | +16.5% | +17.2% | -0.7% | +2.1% |
| 1Y | +19.3% | +5.5% | +13.8% | +10.7% |
| 3Y | -20.0% | +24.1% | -44.1% | -37.4% |
| 5Y | -32.0% | +14.2% | -46.2% | -48.9% |
| All | -12.3% | +8.1% | -20.5% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling