-2.7%
GFS vs DBX
+12.2%
-14.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.9% |
| 7D | +2.6% | -1.3% | +4.0% | +3.1% |
| 30D | -16.4% | -2.9% | -13.5% | -15.8% |
| 3M | -41.6% | +23.8% | -65.4% | -48.0% |
| 6M | -3.7% | +26.2% | -29.9% | -16.8% |
| YTD | +29.3% | +21.6% | +7.7% | +13.3% |
| 1Y | +37.1% | +11.4% | +25.7% | +25.3% |
| 3Y | -22.1% | +21.3% | -43.4% | -36.5% |
| All | -2.7% | +12.2% | -14.9% | -26.0% |
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