-2.4%
GFS vs DBX
+15.6%
-18.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +2.5% |
| 7D | +1.0% | -2.4% | +3.4% | +2.0% |
| 30D | -8.6% | -0.5% | -8.1% | -8.8% |
| 3M | -46.5% | +28.1% | -74.6% | -53.1% |
| 6M | -4.8% | +33.1% | -37.9% | -19.8% |
| YTD | +29.7% | +25.3% | +4.4% | +12.3% |
| 1Y | +35.8% | +18.3% | +17.5% | +20.4% |
| 3Y | -18.3% | +25.0% | -43.4% | -34.2% |
| All | -2.4% | +15.6% | -18.0% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling