-16.4%
GFS vs DBX
+15.0%
-31.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +7.4% |
| 7D | -7.8% | -4.4% | -3.4% | -6.4% |
| 30D | -19.7% | +4.8% | -24.4% | -21.4% |
| 3M | -23.1% | +0.3% | -23.5% | -24.3% |
| 6M | -46.4% | +40.4% | -86.8% | -56.3% |
| YTD | +11.0% | +24.7% | -13.6% | -4.7% |
| 1Y | +12.6% | +20.9% | -8.2% | -2.3% |
| 3Y | -24.9% | +34.5% | -59.4% | -43.3% |
| 5Y | -39.1% | +24.6% | -63.7% | -55.5% |
| All | -16.4% | +15.0% | -31.5% | -37.8% |
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