+17.5%
GFS vs DBX
+4.4%
+13.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +3.0% |
| 7D | -3.1% | -8.6% | +5.5% | -5.6% |
| 30D | -16.0% | -5.2% | -10.8% | -17.2% |
| 3M | -24.7% | -6.4% | -18.3% | -25.8% |
| 6M | -45.1% | +12.7% | -57.9% | -41.6% |
| YTD | +16.5% | +17.2% | -0.7% | +24.9% |
| All | +17.5% | +4.4% | +13.1% | +32.4% |
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 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