-7.3%
GFS vs DBX
+10.1%
-17.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.1% | +4.6% |
| 7D | +6.2% | -8.1% | +14.4% | +9.4% |
| 30D | -11.4% | -4.9% | -6.5% | -10.2% |
| 3M | -15.5% | -2.7% | -12.8% | -16.1% |
| 6M | -42.6% | +25.2% | -67.8% | -50.4% |
| YTD | +23.2% | +19.3% | +3.9% | +7.3% |
| 1Y | +23.6% | +6.6% | +17.0% | +14.5% |
| 3Y | -17.2% | +24.6% | -41.8% | -35.1% |
| 5Y | -23.4% | +23.5% | -46.9% | -43.7% |
| All | -7.3% | +10.1% | -17.3% | -29.9% |
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